+342.6%
WELL vs EQX
+232.0%
+110.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.2% |
| 7D | -0.2% | -3.2% | +3.0% | 0.0% |
| 30D | +2.3% | +7.8% | -5.4% | +1.5% |
| 3M | +12.3% | +21.3% | -9.1% | +9.8% |
| 6M | +15.6% | -22.4% | +38.0% | +17.4% |
| YTD | +28.3% | -11.3% | +39.6% | +27.7% |
| 1Y | +41.9% | +13.5% | +28.4% | +36.8% |
| 3Y | +198.3% | +162.1% | +36.2% | +153.4% |
| 5Y | +206.4% | +84.2% | +122.2% | +158.8% |
| All | +342.6% | +232.0% | +110.6% | +252.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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