+324.6%
WELL vs ABCL
-81.3%
+405.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -2.0% |
| 7D | -0.8% | +0.7% | -1.5% | -0.8% |
| 30D | -0.1% | +93.1% | -93.2% | -1.2% |
| 3M | +18.0% | +79.4% | -61.4% | +16.8% |
| 6M | +15.0% | +214.9% | -199.9% | +12.2% |
| YTD | +28.6% | +234.2% | -205.6% | +25.1% |
| 1Y | +42.9% | +174.8% | -131.8% | +39.4% |
| 3Y | +203.0% | +104.5% | +98.5% | +194.7% |
| 5Y | +206.9% | -39.0% | +245.9% | +199.1% |
| All | +324.6% | -81.3% | +405.8% | +324.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling