+356.5%
WELL vs EXEL
+378.5%
-22.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | +0.7% | +10.1% | -9.4% | -0.3% |
| 3M | +14.5% | +10.1% | +4.4% | +13.2% |
| 6M | +14.4% | +37.7% | -23.3% | +10.2% |
| YTD | +28.5% | +33.1% | -4.6% | +24.0% |
| 1Y | +41.8% | +52.4% | -10.6% | +34.6% |
| 3Y | +202.8% | +163.8% | +39.0% | +164.6% |
| 5Y | +208.8% | +198.5% | +10.3% | +162.9% |
| 10Y | +356.5% | +386.9% | -30.4% | +287.5% |
| All | +356.5% | +378.5% | -22.0% | +287.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling