+1,676.3%
WELL vs EXPE
+727.3%
+949.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.5% | -13.3% | +16.8% | +6.8% |
| 30D | +9.7% | -5.5% | +15.2% | +10.6% |
| 3M | +4.8% | -16.5% | +21.3% | +8.5% |
| 6M | +16.1% | +13.1% | +3.0% | +10.5% |
| YTD | +34.7% | -8.0% | +42.7% | +32.5% |
| 1Y | +31.9% | +1.1% | +30.8% | +26.0% |
| 3Y | +209.9% | +131.2% | +78.7% | +122.2% |
| 5Y | +226.5% | +39.8% | +186.8% | +155.4% |
| 10Y | +455.3% | +118.5% | +336.8% | +249.3% |
| All | +1,676.3% | +727.3% | +949.0% | +428.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling