+228.7%
WELL vs ABCL
-12.4%
+241.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +3.0% | +2.3% | +0.7% | +3.0% |
| 30D | +10.2% | -0.7% | +10.9% | +10.1% |
| 3M | +6.1% | +33.4% | -27.3% | +5.2% |
| 6M | +16.6% | +137.8% | -121.2% | +13.3% |
| YTD | +35.3% | +264.3% | -229.0% | +29.0% |
| 1Y | +31.5% | +209.2% | -177.7% | +26.0% |
| 3Y | +206.5% | +208.4% | -1.9% | +188.4% |
| All | +228.7% | -12.4% | +241.1% | +225.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling