+337.6%
WELL vs EL
+31.4%
+306.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.9% |
| 7D | -1.3% | +1.7% | -3.0% | -1.7% |
| 30D | +0.5% | +15.5% | -15.0% | -3.1% |
| 3M | +19.1% | +20.6% | -1.5% | +13.5% |
| 6M | +17.0% | +10.5% | +6.5% | +12.8% |
| YTD | +29.2% | -1.9% | +31.1% | +26.5% |
| 1Y | +42.1% | +16.1% | +26.1% | +32.3% |
| 3Y | +204.5% | -30.2% | +234.8% | +212.9% |
| 5Y | +211.0% | -67.4% | +278.4% | +319.0% |
| 10Y | +337.6% | +31.2% | +306.4% | +279.4% |
| All | +337.6% | +31.4% | +306.2% | +279.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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