+30.9%
WELL vs ESI
+19.1%
+11.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.2% | +1.2% |
| 7D | +3.5% | -3.5% | +7.0% | +3.3% |
| 30D | +9.7% | -9.3% | +19.0% | +9.3% |
| 3M | +4.8% | -12.8% | +17.6% | +4.4% |
| 6M | +16.1% | -24.6% | +40.7% | +15.1% |
| YTD | +34.7% | +32.7% | +2.0% | +33.7% |
| All | +30.9% | +19.1% | +11.8% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling