+1,635.7%
WELL vs XME
+242.3%
+1,393.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -0.1% | +6.0% | -6.1% | -2.3% |
| 3M | +18.0% | -7.7% | +25.8% | +19.9% |
| 6M | +15.0% | +1.0% | +14.0% | +12.5% |
| YTD | +28.6% | +14.6% | +14.0% | +19.5% |
| 1Y | +42.9% | +46.0% | -3.0% | +20.8% |
| 3Y | +203.0% | +127.0% | +76.0% | +113.0% |
| 5Y | +206.9% | +175.8% | +31.1% | +94.2% |
| 10Y | +339.5% | +414.6% | -75.2% | +107.8% |
| All | +1,635.7% | +242.3% | +1,393.4% | +632.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling