+356.5%
WELL vs EW
+121.7%
+234.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.4% |
| 7D | -1.1% | -5.1% | +4.0% | +0.3% |
| 30D | +0.7% | -6.4% | +7.1% | +2.5% |
| 3M | +14.5% | -1.6% | +16.1% | +14.7% |
| 6M | +14.4% | +2.3% | +12.1% | +13.0% |
| YTD | +28.5% | +1.1% | +27.4% | +27.1% |
| 1Y | +41.8% | +8.0% | +33.8% | +37.4% |
| 3Y | +202.8% | +16.3% | +186.5% | +174.8% |
| 5Y | +208.8% | -29.4% | +238.2% | +221.1% |
| 10Y | +356.5% | +125.6% | +230.9% | +269.0% |
| All | +356.5% | +121.7% | +234.9% | +269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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