+204.5%
WELL vs XME
+136.1%
+68.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.4% |
| 7D | -1.3% | +3.6% | -4.9% | -1.5% |
| 30D | +0.5% | +3.6% | -3.1% | +0.3% |
| 3M | +19.1% | +1.2% | +17.9% | +19.1% |
| 6M | +17.0% | +9.0% | +7.9% | +15.6% |
| YTD | +29.2% | +15.9% | +13.3% | +26.2% |
| 1Y | +42.1% | +43.2% | -1.0% | +33.8% |
| 3Y | +204.5% | +137.4% | +67.2% | +142.9% |
| All | +204.5% | +136.1% | +68.4% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling