+421.0%
WELL vs EXPD
+304.0%
+117.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.5% |
| 7D | +4.4% | -7.2% | +11.6% | +6.6% |
| 30D | +10.8% | -3.3% | +14.1% | +11.7% |
| 3M | +4.2% | +3.4% | +0.8% | +2.9% |
| 6M | +14.0% | +22.7% | -8.7% | +6.8% |
| YTD | +33.4% | +24.5% | +8.9% | +23.1% |
| 1Y | +32.4% | +38.6% | -6.2% | +17.8% |
| 3Y | +194.7% | +71.5% | +123.2% | +137.7% |
| 5Y | +226.5% | +56.2% | +170.2% | +167.4% |
| All | +421.0% | +304.0% | +117.0% | +207.8% |
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