+208.8%
WELL vs EME
+544.7%
-335.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.3% |
| 7D | -1.1% | +2.7% | -3.9% | -1.4% |
| 30D | +0.7% | -6.8% | +7.5% | +1.5% |
| 3M | +14.5% | -8.8% | +23.3% | +15.4% |
| 6M | +14.4% | +5.0% | +9.4% | +12.6% |
| YTD | +28.5% | +23.5% | +5.0% | +23.2% |
| 1Y | +41.8% | +21.3% | +20.5% | +34.8% |
| 3Y | +202.8% | +241.1% | -38.2% | +113.3% |
| 5Y | +208.8% | +549.2% | -340.3% | +73.8% |
| All | +208.8% | +544.7% | -335.9% | +73.8% |
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