+204.5%
WELL vs ETR
+153.2%
+51.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | -1.3% | +1.4% | -2.7% | -1.8% |
| 30D | +0.5% | +1.9% | -1.3% | -0.2% |
| 3M | +19.1% | +1.0% | +18.1% | +18.6% |
| 6M | +17.0% | +4.8% | +12.1% | +15.0% |
| YTD | +29.2% | +19.5% | +9.7% | +21.4% |
| 1Y | +42.1% | +28.1% | +14.0% | +30.6% |
| 3Y | +204.5% | +151.1% | +53.4% | +116.7% |
| All | +204.5% | +153.2% | +51.4% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling