+204.5%
WELL vs EWT
+199.6%
+4.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.5% |
| 7D | -1.3% | +1.6% | -3.0% | -1.4% |
| 30D | +0.5% | +8.2% | -7.7% | +0.2% |
| 3M | +19.1% | +11.1% | +8.0% | +18.2% |
| 6M | +17.0% | +60.4% | -43.5% | +9.9% |
| YTD | +29.2% | +75.6% | -46.4% | +19.8% |
| 1Y | +42.1% | +91.3% | -49.2% | +30.0% |
| 3Y | +204.5% | +200.3% | +4.3% | +126.1% |
| All | +204.5% | +199.6% | +4.9% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 3y: compounded portfolio wealth divided by compounded EWT 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…
3y analysis · Full analysis span regression · 6 months rolling