+29.6%
WELL vs ELF
+45.6%
-15.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.9% |
| 7D | +0.1% | +3.4% | -3.2% | +0.1% |
| 30D | +6.8% | +5.0% | +1.8% | +6.7% |
| 3M | +6.7% | +22.6% | -15.8% | +6.2% |
| 6M | +13.8% | +104.0% | -90.2% | +11.3% |
| YTD | +33.8% | +49.3% | -15.5% | +29.1% |
| 1Y | +29.6% | +46.0% | -16.4% | +25.1% |
| All | +29.6% | +45.6% | -15.9% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling