+198.5%
WELL vs EME
+237.6%
-39.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -2.2% | +0.9% | -3.2% | -2.3% |
| 30D | +4.7% | -8.4% | +13.1% | +5.1% |
| 3M | +11.9% | -3.6% | +15.5% | +12.0% |
| 6M | +14.3% | +3.6% | +10.7% | +13.6% |
| YTD | +28.4% | +22.5% | +5.8% | +26.3% |
| 1Y | +42.3% | +18.2% | +24.1% | +39.3% |
| All | +198.5% | +237.6% | -39.2% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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