+1,582.1%
WELL vs ET
+1,435.0%
+147.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.1% |
| 7D | -0.8% | +0.9% | -1.7% | -1.0% |
| 30D | -0.1% | +7.5% | -7.6% | -1.8% |
| 3M | +18.0% | +11.4% | +6.6% | +15.0% |
| 6M | +15.0% | +18.5% | -3.5% | +10.4% |
| YTD | +28.6% | +37.4% | -8.8% | +19.2% |
| 1Y | +42.9% | +30.9% | +12.0% | +33.8% |
| 3Y | +203.0% | +98.7% | +104.3% | +155.7% |
| 5Y | +206.9% | +230.7% | -23.8% | +127.5% |
| 10Y | +339.5% | +175.6% | +163.9% | +210.9% |
| All | +1,582.1% | +1,435.0% | +147.1% | +454.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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