+228.3%
WELL vs EWZ
+52.7%
+175.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +7.8% | -25.5% | +33.3% | +12.5% |
| 3M | +10.2% | -4.5% | +14.8% | +9.4% |
| 6M | +16.4% | -15.3% | +31.7% | +18.2% |
| YTD | +35.2% | +3.1% | +32.1% | +31.1% |
| 1Y | +30.5% | +1.2% | +29.2% | +26.9% |
| 3Y | +206.1% | +19.3% | +186.8% | +183.8% |
| 5Y | +228.3% | +52.3% | +176.0% | +185.8% |
| All | +228.3% | +52.7% | +175.6% | +185.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling