+1,752.8%
WELL vs ICE
+2,533.0%
-780.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.6% |
| 7D | +3.5% | +1.0% | +2.5% | +3.2% |
| 30D | +9.7% | +11.4% | -1.7% | +5.9% |
| 3M | +4.8% | +16.2% | -11.4% | -0.3% |
| 6M | +16.1% | +12.5% | +3.6% | +11.3% |
| YTD | +34.7% | +8.6% | +26.1% | +29.8% |
| 1Y | +31.9% | +18.4% | +13.6% | +23.4% |
| 3Y | +209.9% | +66.4% | +143.4% | +159.2% |
| 5Y | +226.5% | +37.2% | +189.3% | +188.2% |
| 10Y | +455.3% | +244.8% | +210.4% | +273.4% |
| All | +1,752.8% | +2,533.0% | -780.2% | +646.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling