+344.7%
WELL vs ABCL
-79.5%
+424.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.3% | +0.9% |
| 7D | +3.5% | +12.4% | -8.9% | +3.3% |
| 30D | +9.7% | -0.4% | +10.1% | +9.7% |
| 3M | +4.8% | +80.4% | -75.6% | +3.7% |
| 6M | +16.1% | +138.5% | -122.5% | +14.0% |
| YTD | +34.7% | +265.5% | -230.8% | +30.8% |
| 1Y | +31.9% | +219.7% | -187.8% | +28.4% |
| 3Y | +209.9% | +209.4% | +0.5% | +198.7% |
| 5Y | +226.5% | -15.0% | +241.6% | +218.6% |
| All | +344.7% | -79.5% | +424.2% | +343.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling