+455.3%
WELL vs ACM
+147.1%
+308.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | -1.3% |
| 7D | +3.5% | +6.9% | -3.4% | +0.4% |
| 30D | +9.7% | +19.1% | -9.4% | +1.4% |
| 3M | +4.8% | -6.9% | +11.7% | +7.1% |
| 6M | +16.1% | -12.0% | +28.1% | +20.4% |
| YTD | +34.7% | -25.1% | +59.8% | +48.5% |
| 1Y | +31.9% | -45.4% | +77.3% | +69.2% |
| 3Y | +209.9% | -6.9% | +216.8% | +188.6% |
| 5Y | +226.5% | +3.7% | +222.8% | +179.8% |
| 10Y | +455.3% | +135.8% | +319.5% | +199.0% |
| All | +455.3% | +147.1% | +308.2% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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