+7,643.0%
WELL vs EME
+61,143.5%
-53,500.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.5% |
| 7D | -0.8% | +1.9% | -2.7% | -1.3% |
| 30D | -0.1% | -8.3% | +8.2% | +2.1% |
| 3M | +18.0% | -10.7% | +28.8% | +19.9% |
| 6M | +15.0% | +1.9% | +13.1% | +12.2% |
| YTD | +28.6% | +23.5% | +5.1% | +18.5% |
| 1Y | +42.9% | +18.0% | +25.0% | +31.6% |
| 3Y | +203.0% | +236.1% | -33.1% | +97.4% |
| 5Y | +206.9% | +527.9% | -321.0% | +63.7% |
| 10Y | +339.5% | +1,252.8% | -913.3% | +86.8% |
| All | +7,643.0% | +61,143.5% | -53,500.5% | +1,991.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling