+203.3%
WELL vs ESTC
+18.2%
+185.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -2.1% |
| 7D | -0.8% | -8.1% | +7.3% | -0.8% |
| 30D | -0.1% | +31.7% | -31.8% | 0.0% |
| 3M | +18.0% | +41.1% | -23.0% | +18.2% |
| 6M | +15.0% | +77.1% | -62.1% | +15.1% |
| YTD | +28.6% | +21.7% | +6.9% | +29.5% |
| 1Y | +42.9% | +8.4% | +34.5% | +44.2% |
| All | +203.3% | +18.2% | +185.1% | +210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 3y: compounded portfolio wealth divided by compounded ESTC 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…
3y analysis · Full analysis span regression · 6 months rolling