+442.3%
WELL vs EW
+254.3%
+188.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | +0.1% | +4.9% | -4.8% | -1.2% |
| 30D | +5.7% | +23.9% | -18.3% | -0.6% |
| 3M | +4.6% | +15.8% | -11.1% | +0.2% |
| 6M | +11.9% | +31.7% | -19.8% | +2.9% |
| YTD | +33.6% | +25.7% | +7.9% | +24.0% |
| 1Y | +29.8% | +24.4% | +5.3% | +20.7% |
| 3Y | +202.2% | +65.9% | +136.3% | +145.3% |
| 5Y | +223.2% | -7.6% | +230.8% | +211.2% |
| All | +442.3% | +254.3% | +188.0% | +306.5% |
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