+209.9%
WELL vs EXPE
+125.5%
+84.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.5% | -13.3% | +16.8% | +4.0% |
| 30D | +9.7% | -5.5% | +15.2% | +10.0% |
| 3M | +4.8% | -16.5% | +21.3% | +5.3% |
| 6M | +16.1% | +13.1% | +3.0% | +15.6% |
| YTD | +34.7% | -8.0% | +42.7% | +35.3% |
| 1Y | +31.9% | +1.1% | +30.8% | +31.6% |
| 3Y | +209.9% | +131.2% | +78.7% | +185.6% |
| All | +209.9% | +125.5% | +84.4% | +185.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling