+225.9%
WELL vs EME
+410.0%
-184.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +0.1% | +8.4% | -8.2% | -0.8% |
| 30D | +5.7% | -11.5% | +17.1% | +6.9% |
| 3M | +4.6% | -20.6% | +25.3% | +7.1% |
| 6M | +11.9% | -28.5% | +40.3% | +16.0% |
| YTD | +33.6% | +8.0% | +25.6% | +29.8% |
| 1Y | +29.8% | +6.8% | +23.0% | +26.2% |
| 3Y | +202.2% | +213.9% | -11.7% | +109.9% |
| All | +225.9% | +410.0% | -184.1% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling