+208.8%
WELL vs ELV
+14.8%
+194.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -1.1% | -2.2% | +1.1% | -0.8% |
| 30D | +0.7% | -0.2% | +0.9% | +0.8% |
| 3M | +14.5% | -6.1% | +20.6% | +15.3% |
| 6M | +14.4% | +42.8% | -28.4% | +9.1% |
| YTD | +28.5% | +14.4% | +14.1% | +25.5% |
| 1Y | +41.8% | +28.6% | +13.2% | +35.7% |
| 3Y | +202.8% | -7.4% | +210.2% | +203.0% |
| 5Y | +208.8% | +14.5% | +194.3% | +196.9% |
| All | +208.8% | +14.8% | +194.0% | +196.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling