+18,665.9%
WELL vs ETR
+4,412.2%
+14,253.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -0.8% | +1.4% | -2.2% | -1.3% |
| 30D | -0.1% | +1.0% | -1.1% | -0.5% |
| 3M | +18.0% | -1.3% | +19.3% | +18.6% |
| 6M | +15.0% | +1.9% | +13.1% | +14.0% |
| YTD | +28.6% | +18.2% | +10.5% | +20.5% |
| 1Y | +42.9% | +24.7% | +18.2% | +31.1% |
| 3Y | +203.0% | +150.7% | +52.3% | +110.6% |
| 5Y | +206.9% | +127.0% | +79.9% | +120.2% |
| 10Y | +339.5% | +295.5% | +44.0% | +176.1% |
| All | +18,665.9% | +4,412.2% | +14,253.6% | +10,536.5% |
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