+1,669.1%
WELL vs ICE
+2,331.7%
-662.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | 0.0% | -1.4% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | -0.1% | +7.6% | -7.7% | -2.4% |
| 3M | +18.0% | +13.9% | +4.1% | +12.9% |
| 6M | +15.0% | -2.4% | +17.3% | +15.3% |
| YTD | +28.6% | +0.3% | +28.4% | +27.2% |
| 1Y | +42.9% | -6.4% | +49.3% | +44.3% |
| 3Y | +203.0% | +43.1% | +159.9% | +166.2% |
| 5Y | +206.9% | +42.1% | +164.8% | +167.7% |
| 10Y | +339.5% | +220.9% | +118.5% | +202.4% |
| All | +1,669.1% | +2,331.7% | -662.7% | +631.4% |
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