+342.6%
WELL vs ACHR
-60.3%
+402.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.7% | 0.0% |
| 7D | +0.1% | -9.2% | +9.4% | +0.4% |
| 30D | +5.7% | -1.0% | +6.6% | +5.6% |
| 3M | +4.6% | -42.2% | +46.8% | +6.1% |
| 6M | +11.9% | -38.2% | +50.0% | +12.9% |
| YTD | +33.6% | -46.4% | +80.0% | +35.2% |
| 1Y | +29.8% | -49.4% | +79.1% | +31.5% |
| 3Y | +202.2% | -22.5% | +224.7% | +190.5% |
| 5Y | +223.2% | -29.8% | +253.0% | +195.8% |
| All | +342.6% | -60.3% | +402.9% | +317.9% |
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