+349.8%
WELL vs ELV
+280.2%
+69.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -0.2% | +3.2% | -3.4% | -1.2% |
| 30D | +2.3% | +5.4% | -3.0% | +0.7% |
| 3M | +12.3% | +5.4% | +6.9% | +10.1% |
| 6M | +15.6% | +45.7% | -30.1% | +2.9% |
| YTD | +28.3% | +21.2% | +7.1% | +19.4% |
| 1Y | +41.9% | +35.6% | +6.3% | +26.8% |
| 3Y | +198.3% | -2.0% | +200.3% | +187.5% |
| 5Y | +206.4% | +26.0% | +180.4% | +158.9% |
| All | +349.8% | +280.2% | +69.6% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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