+19,401.7%
WELL vs ES
+1,275.7%
+18,125.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.8% |
| 7D | +5.3% | +5.9% | -0.7% | +3.1% |
| 30D | +8.7% | +10.2% | -1.5% | +5.0% |
| 3M | +3.8% | +0.4% | +3.4% | +3.6% |
| 6M | +15.4% | +6.9% | +8.5% | +12.5% |
| YTD | +33.7% | +10.5% | +23.1% | +28.6% |
| 1Y | +33.6% | +3.2% | +30.4% | +31.1% |
| 3Y | +194.2% | +49.0% | +145.2% | +150.0% |
| 5Y | +227.0% | +4.5% | +222.6% | +213.4% |
| 10Y | +430.7% | +92.3% | +338.4% | +326.3% |
| All | +19,401.7% | +1,275.7% | +18,125.9% | +11,175.1% |
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