+204.5%
WELL vs EWZ
+50.2%
+154.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.1% |
| 7D | -1.3% | +5.6% | -6.9% | -2.3% |
| 30D | +0.5% | +9.3% | -8.7% | -1.1% |
| 3M | +19.1% | +15.7% | +3.4% | +15.8% |
| 6M | +17.0% | +7.4% | +9.5% | +15.2% |
| YTD | +29.2% | +22.7% | +6.5% | +23.5% |
| 1Y | +42.1% | +36.4% | +5.8% | +32.3% |
| 3Y | +204.5% | +50.4% | +154.2% | +164.1% |
| All | +204.5% | +50.2% | +154.3% | +164.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling