+400.4%
ALAB vs WELL
+164.5%
+235.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.1% | +11.8% | +8.8% |
| 7D | +7.2% | -0.8% | +8.0% | +7.0% |
| 30D | -2.5% | -0.1% | -2.4% | -2.5% |
| 3M | -13.3% | +18.0% | -31.3% | -7.7% |
| 6M | +172.8% | +15.0% | +157.8% | +188.3% |
| YTD | +86.6% | +28.6% | +58.0% | +104.7% |
| 1Y | +65.2% | +42.9% | +22.2% | +88.0% |
| All | +400.4% | +164.5% | +235.9% | +552.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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