+19,391.6%
WELL vs ETR
+4,604.0%
+14,787.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.1% | +1.2% | -1.0% | -0.3% |
| 30D | +5.7% | +7.0% | -1.4% | +3.0% |
| 3M | +4.6% | +4.6% | 0.0% | +2.8% |
| 6M | +11.9% | +0.1% | +11.7% | +11.7% |
| YTD | +33.6% | +23.2% | +10.4% | +23.1% |
| 1Y | +29.8% | +20.6% | +9.2% | +20.5% |
| 3Y | +202.2% | +156.3% | +45.9% | +108.2% |
| 5Y | +223.2% | +159.6% | +63.6% | +120.7% |
| 10Y | +461.7% | +377.1% | +84.6% | +234.4% |
| All | +19,391.6% | +4,604.0% | +14,787.6% | +10,766.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling