+455.3%
WELL vs EXPD
+334.2%
+121.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.2% |
| 7D | +3.5% | -5.5% | +9.0% | +5.1% |
| 30D | +9.7% | -1.9% | +11.6% | +10.2% |
| 3M | +4.8% | +6.1% | -1.3% | +2.7% |
| 6M | +16.1% | +21.6% | -5.5% | +9.1% |
| YTD | +34.7% | +27.9% | +6.8% | +23.4% |
| 1Y | +31.9% | +39.4% | -7.5% | +17.4% |
| 3Y | +209.9% | +72.7% | +137.2% | +150.1% |
| 5Y | +226.5% | +60.3% | +166.2% | +165.7% |
| 10Y | +455.3% | +332.6% | +122.7% | +235.1% |
| All | +455.3% | +334.2% | +121.1% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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