+225.9%
WELL vs ACM
+1.1%
+224.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | +0.1% | +5.6% | -5.5% | -1.2% |
| 30D | +5.7% | +20.8% | -15.2% | +1.1% |
| 3M | +4.6% | +11.4% | -6.8% | +1.7% |
| 6M | +11.9% | +0.9% | +10.9% | +10.8% |
| YTD | +33.6% | -24.8% | +58.4% | +41.9% |
| 1Y | +29.8% | -46.4% | +76.2% | +53.9% |
| 3Y | +202.2% | -9.2% | +211.4% | +180.7% |
| All | +225.9% | +1.1% | +224.9% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling