+443.3%
WELL vs ESI
+321.1%
+122.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.4% |
| 7D | +0.1% | +8.3% | -8.2% | -2.0% |
| 30D | +6.8% | -10.4% | +17.2% | +9.3% |
| 3M | +6.7% | -13.2% | +19.9% | +9.7% |
| 6M | +13.8% | -23.9% | +37.7% | +19.7% |
| YTD | +33.8% | +34.2% | -0.4% | +16.2% |
| 1Y | +29.6% | +22.2% | +7.4% | +15.5% |
| 3Y | +203.1% | +79.2% | +123.9% | +126.4% |
| 5Y | +223.8% | +38.1% | +185.7% | +159.5% |
| All | +443.3% | +321.1% | +122.3% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling