+202.7%
WELL vs EXC
+30.1%
+172.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.1% | -1.9% | +2.1% | +1.0% |
| 30D | +6.8% | +7.8% | -1.0% | +3.2% |
| 3M | +6.7% | +1.9% | +4.9% | +5.7% |
| 6M | +13.8% | +3.4% | +10.4% | +12.2% |
| YTD | +33.8% | +7.6% | +26.3% | +29.5% |
| 1Y | +29.6% | +2.1% | +27.5% | +28.2% |
| All | +202.7% | +30.1% | +172.6% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling