+455.3%
WELL vs EXC
+176.1%
+279.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +3.5% | -1.7% | +5.2% | +4.7% |
| 30D | +9.7% | +9.3% | +0.4% | +3.0% |
| 3M | +4.8% | +1.0% | +3.8% | +3.7% |
| 6M | +16.1% | +5.9% | +10.1% | +11.2% |
| YTD | +34.7% | +7.6% | +27.1% | +26.9% |
| 1Y | +31.9% | +2.4% | +29.5% | +28.5% |
| 3Y | +209.9% | +30.2% | +179.6% | +149.0% |
| 5Y | +226.5% | +41.4% | +185.2% | +139.1% |
| 10Y | +455.3% | +183.8% | +271.5% | +184.7% |
| All | +455.3% | +176.1% | +279.2% | +184.7% |
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