+342.5%
WELL vs ELF
+317.0%
+25.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | 0.0% |
| 7D | -1.1% | -6.8% | +5.7% | -0.3% |
| 30D | +0.7% | +5.1% | -4.3% | -0.1% |
| 3M | +14.5% | +79.8% | -65.3% | +5.3% |
| 6M | +14.4% | +29.7% | -15.3% | +9.3% |
| YTD | +28.5% | +31.6% | -3.2% | +21.7% |
| 1Y | +41.8% | -27.9% | +69.7% | +43.6% |
| 3Y | +202.8% | -26.4% | +229.2% | +181.4% |
| 5Y | +208.8% | +235.6% | -26.8% | +91.7% |
| All | +342.5% | +317.0% | +25.5% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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