+9,052.5%
WELL vs EL
+1,845.6%
+7,206.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | +0.3% |
| 7D | +3.5% | +8.0% | -4.5% | +1.7% |
| 30D | +9.7% | +15.4% | -5.7% | +6.1% |
| 3M | +4.8% | +28.5% | -23.7% | -1.7% |
| 6M | +16.1% | +32.2% | -16.2% | +7.5% |
| YTD | +34.7% | +9.2% | +25.5% | +28.3% |
| 1Y | +31.9% | +30.8% | +1.1% | +20.0% |
| 3Y | +209.9% | +3.7% | +206.2% | +181.5% |
| 5Y | +226.5% | -64.8% | +291.3% | +283.7% |
| 10Y | +455.3% | +60.0% | +395.2% | +342.8% |
| All | +9,052.5% | +1,845.6% | +7,206.9% | +4,590.1% |
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