+18,665.9%
WELL vs ES
+1,243.3%
+17,422.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -0.1% | -2.0% | +1.9% | +0.6% |
| 3M | +18.0% | +1.7% | +16.4% | +17.4% |
| 6M | +15.0% | -3.5% | +18.5% | +16.4% |
| YTD | +28.6% | +7.9% | +20.7% | +24.9% |
| 1Y | +42.9% | +17.2% | +25.8% | +34.1% |
| 3Y | +203.0% | +29.3% | +173.7% | +170.4% |
| 5Y | +206.9% | -5.7% | +212.6% | +204.9% |
| 10Y | +339.5% | +85.2% | +254.3% | +257.9% |
| All | +18,665.9% | +1,243.3% | +17,422.6% | +10,853.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling