+18,665.9%
WELL vs EXC
+2,353.7%
+16,312.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 3M | +18.0% | -1.3% | +19.3% | +18.6% |
| 6M | +15.0% | -9.7% | +24.7% | +19.5% |
| YTD | +28.6% | +2.9% | +25.7% | +27.0% |
| 1Y | +42.9% | +4.4% | +38.5% | +40.3% |
| 3Y | +203.0% | +22.2% | +180.8% | +178.4% |
| 5Y | +206.9% | +46.7% | +160.2% | +162.4% |
| 10Y | +339.5% | +155.3% | +184.1% | +221.9% |
| All | +18,665.9% | +2,353.7% | +16,312.1% | +11,973.4% |
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