+356.5%
WELL vs ETR
+288.4%
+68.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.4% |
| 30D | +0.7% | +2.0% | -1.3% | -0.7% |
| 3M | +14.5% | -1.7% | +16.2% | +15.6% |
| 6M | +14.4% | +3.6% | +10.8% | +11.0% |
| YTD | +28.5% | +18.0% | +10.4% | +13.7% |
| 1Y | +41.8% | +26.2% | +15.5% | +19.4% |
| 3Y | +202.8% | +148.0% | +54.8% | +48.2% |
| 5Y | +208.8% | +126.1% | +82.8% | +57.9% |
| 10Y | +356.5% | +302.3% | +54.3% | +74.0% |
| All | +356.5% | +288.4% | +68.1% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling