+19,368.3%
WELL vs EXC
+2,465.1%
+16,903.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.6% |
| 7D | +4.4% | -1.2% | +5.6% | +4.9% |
| 30D | +10.8% | +10.0% | +0.8% | +6.8% |
| 3M | +4.2% | +1.6% | +2.6% | +3.4% |
| 6M | +14.0% | +3.3% | +10.7% | +12.5% |
| YTD | +33.4% | +7.6% | +25.9% | +29.5% |
| 1Y | +32.4% | +3.5% | +28.9% | +30.3% |
| 3Y | +194.7% | +27.7% | +167.1% | +166.2% |
| 5Y | +226.5% | +41.1% | +185.3% | +182.9% |
| 10Y | +429.8% | +178.2% | +251.6% | +277.0% |
| All | +19,368.3% | +2,465.1% | +16,903.2% | +12,205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling