+209.7%
WELL vs EXC
+22.2%
+187.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.6% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -0.1% | -3.7% | +3.6% | +1.6% |
| 3M | +18.0% | -1.3% | +19.3% | +18.8% |
| 6M | +15.0% | -9.7% | +24.7% | +20.2% |
| YTD | +28.6% | +2.9% | +25.7% | +27.0% |
| 1Y | +42.9% | +4.4% | +38.5% | +40.2% |
| All | +209.7% | +22.2% | +187.5% | +181.7% |
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 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