+498.8%
WELL vs ESI
+224.6%
+274.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.6% |
| 7D | -0.8% | +3.3% | -4.1% | -1.4% |
| 30D | -0.1% | -5.9% | +5.8% | +0.9% |
| 3M | +18.0% | -14.1% | +32.1% | +20.2% |
| 6M | +15.0% | +6.6% | +8.4% | +11.6% |
| YTD | +28.6% | +45.0% | -16.4% | +17.1% |
| 1Y | +42.9% | +41.5% | +1.5% | +30.1% |
| 3Y | +203.0% | +78.8% | +124.3% | +157.6% |
| 5Y | +206.9% | +70.9% | +136.0% | +159.2% |
| 10Y | +339.5% | +317.1% | +22.4% | +206.6% |
| All | +498.8% | +224.6% | +274.2% | +330.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling