+325.3%
WELL vs ACHR
-46.3%
+371.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | -2.2% | -5.4% | +3.1% | -2.1% |
| 30D | +4.7% | -19.7% | +24.4% | +5.3% |
| 3M | +11.9% | +7.9% | +4.0% | +11.3% |
| 6M | +14.3% | -13.8% | +28.1% | +14.3% |
| YTD | +28.4% | -27.5% | +55.9% | +29.0% |
| 1Y | +42.3% | -33.9% | +76.2% | +42.9% |
| 3Y | +202.6% | -20.0% | +222.5% | +192.0% |
| 5Y | +206.5% | -44.0% | +250.5% | +186.1% |
| All | +325.3% | -46.3% | +371.6% | +298.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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