+225.9%
WELL vs EXPD
+60.9%
+165.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | +0.1% | +5.5% | -5.4% | -1.0% |
| 30D | +5.7% | -0.8% | +6.5% | +5.7% |
| 3M | +4.6% | +4.1% | +0.5% | +3.5% |
| 6M | +11.9% | +25.7% | -13.8% | +6.0% |
| YTD | +33.6% | +31.4% | +2.2% | +24.2% |
| 1Y | +29.8% | +42.2% | -12.4% | +18.0% |
| 3Y | +202.2% | +77.2% | +125.0% | +151.4% |
| All | +225.9% | +60.9% | +165.1% | +169.8% |
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 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