+8,965.9%
WELL vs EL
+1,792.3%
+7,173.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.7% |
| 7D | +4.4% | +0.8% | +3.7% | +4.2% |
| 30D | +10.8% | +16.5% | -5.7% | +6.9% |
| 3M | +4.2% | +29.2% | -25.0% | -2.4% |
| 6M | +14.0% | +27.9% | -13.9% | +6.4% |
| YTD | +33.4% | +6.2% | +27.2% | +27.9% |
| 1Y | +32.4% | +27.2% | +5.2% | +21.2% |
| 3Y | +194.7% | +3.2% | +191.5% | +167.7% |
| 5Y | +226.5% | -66.0% | +292.4% | +286.8% |
| 10Y | +429.8% | +58.3% | +371.5% | +323.5% |
| All | +8,965.9% | +1,792.3% | +7,173.6% | +4,575.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling