+203.3%
WELL vs EXEL
+164.9%
+38.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | -0.8% | +8.4% | -9.2% | -1.3% |
| 30D | -0.1% | +4.1% | -4.2% | -0.4% |
| 3M | +18.0% | +12.4% | +5.6% | +17.2% |
| 6M | +15.0% | +41.5% | -26.5% | +12.8% |
| YTD | +28.6% | +34.6% | -6.0% | +26.4% |
| 1Y | +42.9% | +57.9% | -14.9% | +39.3% |
| All | +203.3% | +164.9% | +38.5% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling