+364.0%
WELL vs ELF
+397.3%
-33.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.6% |
| 7D | +3.5% | +7.8% | -4.3% | +2.5% |
| 30D | +9.7% | +9.3% | +0.4% | +8.4% |
| 3M | +4.8% | +21.2% | -16.4% | +1.9% |
| 6M | +16.1% | +96.1% | -80.0% | +5.2% |
| YTD | +34.7% | +57.0% | -22.3% | +24.5% |
| 1Y | +31.9% | +61.9% | -29.9% | +21.2% |
| 3Y | +209.9% | +20.0% | +189.9% | +164.3% |
| 5Y | +226.5% | +284.8% | -58.2% | +100.2% |
| 10Y | +455.3% | +364.2% | +91.1% | +171.3% |
| All | +364.0% | +397.3% | -33.3% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling