+443.3%
WELL vs EFX
+79.2%
+364.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +0.1% | -3.6% | +3.8% | +1.2% |
| 30D | +6.8% | +25.3% | -18.5% | -0.1% |
| 3M | +6.7% | +3.8% | +2.9% | +5.0% |
| 6M | +13.8% | +12.7% | +1.1% | +8.5% |
| YTD | +33.8% | -13.1% | +47.0% | +36.4% |
| 1Y | +29.6% | -9.3% | +39.0% | +30.1% |
| 3Y | +203.1% | +3.5% | +199.5% | +177.5% |
| 5Y | +223.8% | -30.6% | +254.5% | +233.3% |
| All | +443.3% | +79.2% | +364.1% | +304.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling