+404.0%
WELL vs ESTC
+23.0%
+381.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | +4.4% | -11.5% | +16.0% | +5.6% |
| 30D | +10.8% | -7.5% | +18.3% | +11.4% |
| 3M | +4.2% | +23.1% | -18.8% | +1.6% |
| 6M | +14.0% | +75.3% | -61.3% | +6.7% |
| YTD | +33.4% | +14.1% | +19.3% | +29.9% |
| 1Y | +32.4% | -0.6% | +33.0% | +30.5% |
| 3Y | +194.7% | +20.8% | +173.9% | +170.3% |
| 5Y | +226.5% | -48.8% | +275.2% | +225.7% |
| All | +404.0% | +23.0% | +381.0% | +244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling