+225.8%
WELL vs EXE
+61.0%
+164.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +4.4% | -6.6% | +11.0% | +5.5% |
| 30D | +10.8% | -4.0% | +14.8% | +11.4% |
| 3M | +4.2% | -7.5% | +11.7% | +5.2% |
| 6M | +14.0% | -11.7% | +25.7% | +15.8% |
| YTD | +33.4% | -22.0% | +55.4% | +37.9% |
| 1Y | +32.4% | -21.8% | +54.2% | +36.7% |
| 3Y | +194.7% | +8.0% | +186.7% | +185.2% |
| All | +225.8% | +61.0% | +164.9% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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