+225.8%
WELL vs EXEL
+260.1%
-34.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.3% |
| 7D | +4.4% | +0.3% | +4.2% | +4.4% |
| 30D | +10.8% | +19.0% | -8.2% | +8.6% |
| 3M | +4.2% | +33.3% | -29.1% | +0.7% |
| 6M | +14.0% | +42.9% | -28.9% | +9.2% |
| YTD | +33.4% | +58.7% | -25.3% | +26.0% |
| 1Y | +32.4% | +70.5% | -38.1% | +23.9% |
| 3Y | +194.7% | +233.8% | -39.1% | +138.1% |
| All | +225.8% | +260.1% | -34.3% | +154.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling