+342.1%
WELL vs EXE
+161.7%
+180.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.1% |
| 7D | +3.0% | -2.2% | +5.3% | +3.4% |
| 30D | +10.2% | -0.3% | +10.5% | +10.2% |
| 3M | +6.1% | -9.3% | +15.5% | +7.5% |
| 6M | +16.6% | -7.2% | +23.9% | +17.6% |
| YTD | +35.3% | -18.9% | +54.2% | +38.9% |
| 1Y | +31.5% | -21.7% | +53.2% | +35.6% |
| 3Y | +206.5% | +21.0% | +185.5% | +191.8% |
| 5Y | +222.0% | +76.0% | +146.0% | +188.1% |
| All | +342.1% | +161.7% | +180.4% | +262.7% |
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