+443.3%
WELL vs EXPD
+336.9%
+106.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.1% |
| 7D | +0.1% | +3.6% | -3.5% | -0.9% |
| 30D | +6.8% | +0.3% | +6.5% | +6.6% |
| 3M | +6.7% | +6.1% | +0.7% | +4.6% |
| 6M | +13.8% | +27.4% | -13.5% | +5.6% |
| YTD | +33.8% | +32.0% | +1.9% | +21.4% |
| 1Y | +29.6% | +40.5% | -10.9% | +15.1% |
| 3Y | +203.1% | +75.7% | +127.4% | +143.7% |
| 5Y | +223.8% | +61.7% | +162.1% | +163.4% |
| All | +443.3% | +336.9% | +106.4% | +226.6% |
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