+1,724.2%
WELL vs XME
+180.8%
+1,543.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +0.1% | +1.5% | -1.4% | -0.5% |
| 30D | +7.8% | -7.3% | +15.0% | +10.0% |
| 3M | +10.2% | -17.4% | +27.7% | +16.4% |
| 6M | +16.4% | -21.8% | +38.2% | +23.6% |
| YTD | +35.2% | -6.0% | +41.1% | +33.2% |
| 1Y | +30.5% | +3.8% | +26.7% | +23.7% |
| 3Y | +206.1% | +100.0% | +106.1% | +122.5% |
| 5Y | +228.3% | +116.1% | +112.2% | +125.2% |
| 10Y | +468.3% | +280.6% | +187.7% | +196.3% |
| All | +1,724.2% | +180.8% | +1,543.4% | +716.2% |
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