+349.9%
WELL vs EWZ
+96.6%
+253.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | -2.2% | +1.1% | -3.4% | -2.6% |
| 30D | +4.7% | +13.5% | -8.8% | 0.0% |
| 3M | +11.9% | +15.2% | -3.3% | +6.1% |
| 6M | +14.3% | +3.7% | +10.6% | +12.1% |
| YTD | +28.4% | +22.5% | +5.8% | +17.9% |
| 1Y | +42.3% | +35.3% | +7.0% | +25.6% |
| 3Y | +202.6% | +50.2% | +152.4% | +151.9% |
| 5Y | +206.5% | +64.6% | +142.0% | +137.0% |
| All | +349.9% | +96.6% | +253.3% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EWZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling