+473.8%
WELL vs ICE
+245.5%
+228.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | -0.2% |
| 7D | +3.0% | +3.2% | -0.1% | +1.4% |
| 30D | +10.2% | +12.9% | -2.7% | +3.4% |
| 3M | +6.1% | +17.5% | -11.4% | -2.7% |
| 6M | +16.6% | +14.0% | +2.6% | +8.2% |
| YTD | +35.3% | +10.0% | +25.3% | +26.2% |
| 1Y | +31.5% | +19.5% | +11.9% | +16.6% |
| 3Y | +206.5% | +66.8% | +139.7% | +121.5% |
| 5Y | +222.0% | +40.3% | +181.6% | +153.2% |
| 10Y | +473.8% | +249.7% | +224.1% | +247.8% |
| All | +473.8% | +245.5% | +228.3% | +247.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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