+343.0%
WELL vs ELF
+357.0%
-14.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.3% |
| 7D | -0.8% | +5.4% | -6.1% | -1.5% |
| 30D | -0.1% | +27.0% | -27.1% | -3.3% |
| 3M | +18.0% | +113.2% | -95.2% | +6.1% |
| 6M | +15.0% | +36.6% | -21.6% | +9.1% |
| YTD | +28.6% | +44.2% | -15.6% | +20.4% |
| 1Y | +42.9% | -18.0% | +60.9% | +42.3% |
| 3Y | +203.0% | -19.9% | +222.9% | +178.7% |
| 5Y | +206.9% | +257.7% | -50.8% | +89.5% |
| All | +343.0% | +357.0% | -14.0% | +120.0% |
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