+226.5%
WELL vs ICE
+37.1%
+189.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.6% |
| 7D | +3.5% | +1.0% | +2.5% | +3.1% |
| 30D | +9.7% | +11.4% | -1.7% | +5.2% |
| 3M | +4.8% | +16.2% | -11.4% | -1.3% |
| 6M | +16.1% | +12.5% | +3.6% | +10.5% |
| YTD | +34.7% | +8.6% | +26.1% | +28.6% |
| 1Y | +31.9% | +18.4% | +13.6% | +20.6% |
| 3Y | +209.9% | +66.4% | +143.4% | +140.2% |
| 5Y | +226.5% | +37.2% | +189.3% | +164.3% |
| All | +226.5% | +37.1% | +189.4% | +164.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling