+211.0%
WELL vs EFX
-35.1%
+246.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +1.1% |
| 7D | -1.3% | -7.8% | +6.5% | +0.3% |
| 30D | +0.5% | -5.7% | +6.2% | +1.6% |
| 3M | +19.1% | +2.5% | +16.6% | +17.9% |
| 6M | +17.0% | -16.7% | +33.6% | +20.7% |
| YTD | +29.2% | -20.2% | +49.4% | +34.0% |
| 1Y | +42.1% | -31.4% | +73.5% | +52.5% |
| 3Y | +204.5% | -10.5% | +215.1% | +193.6% |
| 5Y | +211.0% | -35.2% | +246.2% | +212.0% |
| All | +211.0% | -35.1% | +246.0% | +212.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling