+203.3%
WELL vs ELF
-17.1%
+220.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.1% |
| 7D | -0.8% | +5.4% | -6.1% | -0.8% |
| 30D | -0.1% | +27.0% | -27.1% | -0.3% |
| 3M | +18.0% | +113.2% | -95.2% | +17.3% |
| 6M | +15.0% | +36.6% | -21.6% | +14.6% |
| YTD | +28.6% | +44.2% | -15.6% | +28.0% |
| 1Y | +42.9% | -18.0% | +60.9% | +42.5% |
| All | +203.3% | -17.1% | +220.5% | +196.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling