+212.9%
WELL vs EL
-67.1%
+280.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.0% | -2.3% |
| 7D | -0.8% | +0.8% | -1.6% | -0.9% |
| 30D | -0.1% | +19.8% | -19.9% | -2.0% |
| 3M | +18.0% | +25.7% | -7.7% | +15.1% |
| 6M | +15.0% | +5.4% | +9.5% | +13.9% |
| YTD | +28.6% | +0.2% | +28.4% | +27.2% |
| 1Y | +42.9% | +20.4% | +22.5% | +37.7% |
| 3Y | +203.0% | -32.1% | +235.1% | +214.0% |
| All | +212.9% | -67.1% | +280.0% | +275.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling