+337.6%
WELL vs EIX
+23.2%
+314.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.1% | -1.6% |
| 7D | -1.3% | +0.9% | -2.2% | -1.9% |
| 30D | +0.5% | -13.5% | +14.1% | +4.6% |
| 3M | +19.1% | -15.3% | +34.3% | +24.7% |
| 6M | +17.0% | -15.3% | +32.3% | +22.4% |
| YTD | +29.2% | +2.7% | +26.5% | +22.6% |
| 1Y | +42.1% | +17.4% | +24.7% | +25.8% |
| 3Y | +204.5% | -1.3% | +205.9% | +182.2% |
| 5Y | +211.0% | +27.2% | +183.8% | +145.2% |
| 10Y | +337.6% | +22.7% | +314.9% | +235.5% |
| All | +337.6% | +23.2% | +314.4% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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