+6,870.9%
WELL vs EXEL
+346.4%
+6,524.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +2.7% | -2.4% | +5.1% | +2.9% |
| 30D | +9.8% | +17.9% | -8.1% | +8.0% |
| 3M | +5.8% | +33.3% | -27.5% | +2.7% |
| 6M | +16.2% | +46.6% | -30.3% | +11.7% |
| YTD | +34.9% | +61.0% | -26.2% | +28.0% |
| 1Y | +31.0% | +70.4% | -39.4% | +23.6% |
| 3Y | +205.4% | +236.1% | -30.7% | +165.1% |
| 5Y | +220.8% | +284.8% | -64.0% | +172.6% |
| 10Y | +471.8% | +348.4% | +123.4% | +355.7% |
| All | +6,870.9% | +346.4% | +6,524.5% | +3,985.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling