+468.3%
WELL vs EXC
+197.6%
+270.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +0.1% | -1.4% | +1.4% | +1.0% |
| 30D | +7.8% | +8.3% | -0.5% | +1.9% |
| 3M | +10.2% | +2.6% | +7.6% | +8.0% |
| 6M | +16.4% | +5.2% | +11.2% | +12.0% |
| YTD | +35.2% | +7.5% | +27.6% | +27.4% |
| 1Y | +30.5% | +3.2% | +27.3% | +26.5% |
| 3Y | +206.1% | +29.5% | +176.5% | +146.9% |
| 5Y | +228.3% | +39.7% | +188.6% | +142.5% |
| 10Y | +468.3% | +200.1% | +268.3% | +192.1% |
| All | +468.3% | +197.6% | +270.7% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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