+386.1%
WELL vs EOSE
-61.3%
+447.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.9% | -12.9% | -2.2% |
| 7D | -0.8% | +19.0% | -19.8% | -1.0% |
| 30D | -0.1% | +1.6% | -1.7% | -0.1% |
| 3M | +18.0% | -52.0% | +70.0% | +18.9% |
| 6M | +15.0% | -42.5% | +57.5% | +15.2% |
| YTD | +28.6% | -66.1% | +94.8% | +29.5% |
| 1Y | +42.9% | -47.1% | +90.1% | +42.2% |
| 3Y | +203.0% | +0.8% | +202.2% | +191.9% |
| 5Y | +206.9% | -71.7% | +278.5% | +176.1% |
| All | +386.1% | -61.3% | +447.4% | +397.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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