+356.5%
WELL vs ICE
+215.5%
+141.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -1.1% | -0.9% | -0.3% | -0.8% |
| 30D | +0.7% | +4.0% | -3.2% | -1.4% |
| 3M | +14.5% | +11.0% | +3.6% | +7.9% |
| 6M | +14.4% | -5.0% | +19.4% | +16.5% |
| YTD | +28.5% | -2.7% | +31.2% | +27.9% |
| 1Y | +41.8% | -8.6% | +50.4% | +45.7% |
| 3Y | +202.8% | +41.4% | +161.5% | +140.4% |
| 5Y | +208.8% | +39.9% | +169.0% | +140.1% |
| 10Y | +356.5% | +214.9% | +141.6% | +200.2% |
| All | +356.5% | +215.5% | +141.0% | +200.2% |
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