+6,741.3%
WELL vs EW
+6,974.1%
-232.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -0.1% | +1.0% | -1.1% | -0.4% |
| 3M | +18.0% | +2.8% | +15.2% | +17.1% |
| 6M | +15.0% | +5.5% | +9.5% | +13.2% |
| YTD | +28.6% | +5.5% | +23.2% | +26.5% |
| 1Y | +42.9% | +11.0% | +31.9% | +38.8% |
| 3Y | +203.0% | +17.7% | +185.3% | +183.0% |
| 5Y | +206.9% | -25.7% | +232.6% | +210.8% |
| 10Y | +339.5% | +132.8% | +206.7% | +251.6% |
| All | +6,741.3% | +6,974.1% | -232.8% | +3,015.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling