+42.3%
WELL vs ICE
-9.0%
+51.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | -0.1% |
| 7D | -2.2% | -5.3% | +3.1% | -2.0% |
| 30D | +4.7% | +3.0% | +1.7% | +4.6% |
| 3M | +11.9% | +11.4% | +0.5% | +11.3% |
| 6M | +14.3% | -2.0% | +16.3% | +13.0% |
| YTD | +28.4% | -3.1% | +31.5% | +26.7% |
| 1Y | +42.3% | -8.4% | +50.7% | +40.7% |
| All | +42.3% | -9.0% | +51.3% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling