+205.7%
WELL vs ES
+50.8%
+154.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.6% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +7.8% | +6.7% | +1.1% | +5.4% |
| 3M | +10.2% | +0.3% | +9.9% | +10.0% |
| 6M | +16.4% | +7.4% | +9.0% | +13.6% |
| YTD | +35.2% | +8.4% | +26.8% | +31.4% |
| 1Y | +30.5% | +0.6% | +29.8% | +29.2% |
| All | +205.7% | +50.8% | +154.9% | +163.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling