+443.3%
WELL vs EW
+249.9%
+193.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.1% | +4.9% | -4.8% | -1.2% |
| 30D | +6.8% | +24.1% | -17.3% | +0.4% |
| 3M | +6.7% | +13.7% | -7.0% | +2.7% |
| 6M | +13.8% | +32.7% | -18.9% | +4.5% |
| YTD | +33.8% | +24.1% | +9.7% | +24.7% |
| 1Y | +29.6% | +23.6% | +6.0% | +20.8% |
| 3Y | +203.1% | +64.8% | +138.3% | +146.4% |
| 5Y | +223.8% | -8.8% | +232.6% | +213.0% |
| All | +443.3% | +249.9% | +193.5% | +308.8% |
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