+225.9%
WELL vs XME
+108.0%
+118.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +5.7% | -6.1% | +11.8% | +6.5% |
| 3M | +4.6% | -18.6% | +23.3% | +7.8% |
| 6M | +11.9% | -23.9% | +35.7% | +16.0% |
| YTD | +33.6% | -9.3% | +42.9% | +32.2% |
| 1Y | +29.8% | +1.8% | +28.0% | +24.7% |
| 3Y | +202.2% | +93.0% | +109.2% | +135.4% |
| All | +225.9% | +108.0% | +118.0% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling