+8,638.8%
WELL vs EL
+1,685.7%
+6,953.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.0% | -2.7% |
| 7D | -0.8% | +0.8% | -1.6% | -1.0% |
| 30D | -0.1% | +19.8% | -19.9% | -4.6% |
| 3M | +18.0% | +25.7% | -7.7% | +11.3% |
| 6M | +15.0% | +5.4% | +9.5% | +11.9% |
| YTD | +28.6% | +0.2% | +28.4% | +25.2% |
| 1Y | +42.9% | +20.4% | +22.5% | +32.2% |
| 3Y | +203.0% | -32.1% | +235.1% | +205.4% |
| 5Y | +206.9% | -67.2% | +274.1% | +266.3% |
| 10Y | +339.5% | +31.7% | +307.7% | +267.2% |
| All | +8,638.8% | +1,685.7% | +6,953.1% | +4,477.5% |
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