+320.1%
WELL vs EXE
+191.4%
+128.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | -0.1% | +8.5% | -8.5% | -1.4% |
| 3M | +18.0% | +5.5% | +12.6% | +16.9% |
| 6M | +15.0% | -5.9% | +20.9% | +15.7% |
| YTD | +28.6% | -9.7% | +38.3% | +30.1% |
| 1Y | +42.9% | +3.6% | +39.3% | +40.9% |
| 3Y | +203.0% | +18.0% | +185.0% | +190.6% |
| 5Y | +206.9% | +109.4% | +97.5% | +167.0% |
| All | +320.1% | +191.4% | +128.8% | +239.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling