+228.3%
WELL vs ES
+3.8%
+224.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.7% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +7.8% | +6.7% | +1.1% | +4.8% |
| 3M | +10.2% | +0.3% | +9.9% | +9.9% |
| 6M | +16.4% | +7.4% | +9.0% | +12.8% |
| YTD | +35.2% | +8.4% | +26.8% | +30.2% |
| 1Y | +30.5% | +0.6% | +29.8% | +28.8% |
| 3Y | +206.1% | +50.6% | +155.5% | +143.9% |
| 5Y | +228.3% | +4.8% | +223.4% | +218.2% |
| All | +228.3% | +3.8% | +224.4% | +218.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling