+228.3%
WELL vs EXPD
+62.8%
+165.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.7% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | +7.8% | +0.6% | +7.2% | +7.5% |
| 3M | +10.2% | +9.8% | +0.4% | +7.8% |
| 6M | +16.4% | +25.8% | -9.4% | +10.2% |
| YTD | +35.2% | +31.3% | +3.9% | +25.7% |
| 1Y | +30.5% | +40.9% | -10.5% | +18.9% |
| 3Y | +206.1% | +74.7% | +131.4% | +156.0% |
| 5Y | +228.3% | +62.9% | +165.4% | +171.0% |
| All | +228.3% | +62.8% | +165.4% | +171.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling