+443.3%
WELL vs EWZ
+66.3%
+377.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.3% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | +6.8% | -25.9% | +32.7% | +16.8% |
| 3M | +6.7% | -6.1% | +12.9% | +6.7% |
| 6M | +13.8% | -16.1% | +29.9% | +18.0% |
| YTD | +33.8% | +1.0% | +32.9% | +28.8% |
| 1Y | +29.6% | 0.0% | +29.7% | +24.9% |
| 3Y | +203.1% | +16.8% | +186.3% | +170.4% |
| 5Y | +223.8% | +52.1% | +171.8% | +150.3% |
| All | +443.3% | +66.3% | +377.1% | +288.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling