+359.1%
WELL vs EMR
+270.5%
+88.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -1.3% | +3.1% | -4.4% | -2.5% |
| 30D | +0.5% | -3.5% | +4.1% | +1.7% |
| 3M | +19.1% | +9.8% | +9.3% | +13.5% |
| 6M | +17.0% | +10.8% | +6.2% | +10.2% |
| YTD | +29.2% | +15.9% | +13.3% | +18.1% |
| 1Y | +42.1% | +16.4% | +25.7% | +28.8% |
| 3Y | +204.5% | +62.1% | +142.4% | +123.7% |
| 5Y | +211.0% | +62.9% | +148.1% | +122.8% |
| All | +359.1% | +270.5% | +88.7% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling