+337.6%
WELL vs ACM
+128.0%
+209.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +0.5% | -12.9% | +13.4% | +6.1% |
| 3M | +19.1% | -6.4% | +25.4% | +21.1% |
| 6M | +17.0% | -29.2% | +46.2% | +33.9% |
| YTD | +29.2% | -29.9% | +59.1% | +46.8% |
| 1Y | +42.1% | -47.3% | +89.4% | +83.5% |
| 3Y | +204.5% | -19.6% | +224.2% | +206.7% |
| 5Y | +211.0% | +5.5% | +205.5% | +163.1% |
| 10Y | +337.6% | +129.7% | +207.9% | +165.7% |
| All | +337.6% | +128.0% | +209.7% | +165.7% |
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