+31.5%
WELL vs ES
-0.1%
+31.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.0% | +0.9% | +2.2% | +2.7% |
| 30D | +10.2% | +5.9% | +4.3% | +8.1% |
| 3M | +6.1% | -1.0% | +7.2% | +6.4% |
| 6M | +16.6% | +7.2% | +9.5% | +14.7% |
| YTD | +35.3% | +7.0% | +28.4% | +33.5% |
| 1Y | +31.5% | +0.5% | +31.0% | +30.3% |
| All | +31.5% | -0.1% | +31.6% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling