+225.9%
WELL vs EXC
+41.3%
+184.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.9% |
| 7D | +0.1% | +1.4% | -1.3% | -0.6% |
| 30D | +5.7% | +8.6% | -2.9% | +1.3% |
| 3M | +4.6% | +2.4% | +2.2% | +3.2% |
| 6M | +11.9% | +6.5% | +5.4% | +8.3% |
| YTD | +33.6% | +9.0% | +24.5% | +27.4% |
| 1Y | +29.8% | +4.6% | +25.2% | +26.4% |
| 3Y | +202.2% | +33.5% | +168.7% | +157.8% |
| All | +225.9% | +41.3% | +184.7% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling