+468.3%
WELL vs ETR
+374.5%
+93.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +7.8% | +7.7% | +0.1% | +2.4% |
| 3M | +10.2% | +5.7% | +4.5% | +5.9% |
| 6M | +16.4% | -0.3% | +16.6% | +16.2% |
| YTD | +35.2% | +23.4% | +11.8% | +15.9% |
| 1Y | +30.5% | +18.5% | +12.0% | +14.9% |
| 3Y | +206.1% | +155.6% | +50.5% | +47.0% |
| 5Y | +228.3% | +158.7% | +69.6% | +50.8% |
| 10Y | +468.3% | +377.8% | +90.6% | +96.6% |
| All | +468.3% | +374.5% | +93.9% | +96.6% |
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