+5,817.9%
WELL vs EWZ
+356.2%
+5,461.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +0.1% | +0.8% | -0.6% | -0.1% |
| 30D | +5.7% | -24.4% | +30.0% | +13.7% |
| 3M | +4.6% | -4.6% | +9.2% | +4.4% |
| 6M | +11.9% | -11.6% | +23.4% | +13.9% |
| YTD | +33.6% | +2.4% | +31.2% | +29.4% |
| 1Y | +29.8% | +2.1% | +27.7% | +25.5% |
| 3Y | +202.2% | +18.7% | +183.4% | +175.0% |
| 5Y | +223.2% | +54.2% | +169.0% | +164.5% |
| 10Y | +461.7% | +65.9% | +395.8% | +325.6% |
| All | +5,817.9% | +356.2% | +5,461.7% | +3,624.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling