+337.6%
WELL vs EXPE
+155.3%
+182.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.9% | +8.3% | +2.7% |
| 7D | -1.3% | -9.8% | +8.4% | +1.4% |
| 30D | +0.5% | -11.5% | +12.0% | +3.6% |
| 3M | +19.1% | +21.7% | -2.6% | +11.3% |
| 6M | +17.0% | +10.4% | +6.6% | +11.6% |
| YTD | +29.2% | -2.5% | +31.7% | +25.9% |
| 1Y | +42.1% | +27.3% | +14.8% | +25.6% |
| 3Y | +204.5% | +153.5% | +51.0% | +95.9% |
| 5Y | +211.0% | +91.1% | +119.9% | +103.0% |
| 10Y | +337.6% | +153.1% | +184.5% | +91.1% |
| All | +337.6% | +155.3% | +182.3% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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