+209.6%
WELL vs EIX
+22.6%
+187.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -0.8% | -19.1% | +18.3% | +4.4% |
| 30D | -0.1% | -16.9% | +16.8% | +3.9% |
| 3M | +18.0% | -20.0% | +38.0% | +24.2% |
| 6M | +15.0% | -21.3% | +36.3% | +21.5% |
| YTD | +28.6% | -1.7% | +30.3% | +25.6% |
| 1Y | +42.9% | +9.6% | +33.4% | +33.9% |
| 3Y | +203.0% | -3.7% | +206.7% | +187.8% |
| All | +209.6% | +22.6% | +187.0% | +169.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling