+1,596.0%
WELL vs EXPE
+851.4%
+744.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | -0.8% | -9.5% | +8.7% | +1.7% |
| 30D | -0.1% | -6.6% | +6.5% | +1.4% |
| 3M | +18.0% | +31.4% | -13.4% | +9.2% |
| 6M | +15.0% | +35.2% | -20.2% | +4.4% |
| YTD | +28.6% | +5.8% | +22.8% | +23.1% |
| 1Y | +42.9% | +38.7% | +4.2% | +25.8% |
| 3Y | +203.0% | +175.8% | +27.2% | +107.7% |
| 5Y | +206.9% | +111.8% | +95.0% | +113.7% |
| 10Y | +339.5% | +179.7% | +159.8% | +162.1% |
| All | +1,596.0% | +851.4% | +744.6% | +391.0% |
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