+225.9%
WELL vs ESTC
-52.1%
+278.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +0.1% | +2.4% | -2.3% | 0.0% |
| 30D | +5.7% | -4.2% | +9.9% | +5.8% |
| 3M | +4.6% | +2.5% | +2.2% | +4.3% |
| 6M | +11.9% | +81.5% | -69.6% | +7.9% |
| YTD | +33.6% | +16.8% | +16.7% | +31.9% |
| 1Y | +29.8% | -3.5% | +33.2% | +29.7% |
| 3Y | +202.2% | +17.7% | +184.4% | +188.6% |
| All | +225.9% | -52.1% | +278.0% | +208.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling