+527.2%
WELL vs ESI
+197.1%
+330.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.2% | +0.1% |
| 7D | +3.5% | -3.5% | +7.0% | +4.0% |
| 30D | +9.7% | -9.3% | +19.0% | +11.2% |
| 3M | +4.8% | -12.8% | +17.6% | +6.7% |
| 6M | +16.1% | -24.6% | +40.7% | +20.3% |
| YTD | +34.7% | +32.7% | +2.0% | +23.8% |
| 1Y | +31.9% | +20.3% | +11.6% | +23.4% |
| 3Y | +209.9% | +80.2% | +129.7% | +160.9% |
| 5Y | +226.5% | +40.0% | +186.6% | +185.4% |
| 10Y | +455.3% | +310.8% | +144.5% | +290.9% |
| All | +527.2% | +197.1% | +330.1% | +355.5% |
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