+206.5%
WELL vs EFX
+4.3%
+202.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +3.0% | +0.3% | +2.8% | +3.0% |
| 30D | +10.2% | +29.1% | -18.9% | +6.3% |
| 3M | +6.1% | +4.3% | +1.9% | +5.3% |
| 6M | +16.6% | +7.7% | +8.9% | +14.8% |
| YTD | +35.3% | -12.5% | +47.8% | +36.8% |
| 1Y | +31.5% | -8.8% | +40.3% | +31.9% |
| 3Y | +206.5% | +4.3% | +202.1% | +186.6% |
| All | +206.5% | +4.3% | +202.1% | +186.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling