+6,547.4%
WELL vs EXEL
+273.2%
+6,274.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | -0.8% | +8.4% | -9.2% | -1.6% |
| 30D | -0.1% | +4.1% | -4.2% | -0.5% |
| 3M | +18.0% | +12.4% | +5.6% | +16.5% |
| 6M | +15.0% | +41.5% | -26.5% | +10.8% |
| YTD | +28.6% | +34.6% | -6.0% | +24.4% |
| 1Y | +42.9% | +57.9% | -14.9% | +35.7% |
| 3Y | +203.0% | +159.5% | +43.5% | +169.8% |
| 5Y | +206.9% | +198.5% | +8.4% | +167.2% |
| 10Y | +339.5% | +411.4% | -71.9% | +243.7% |
| All | +6,547.4% | +273.2% | +6,274.3% | +3,868.6% |
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