+225.8%
WELL vs ACM
-2.7%
+228.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +4.4% | +5.4% | -0.9% | +3.2% |
| 30D | +10.8% | +15.1% | -4.3% | +7.3% |
| 3M | +4.2% | -10.5% | +14.7% | +6.7% |
| 6M | +14.0% | -19.7% | +33.7% | +19.6% |
| YTD | +33.4% | -28.8% | +62.3% | +43.5% |
| 1Y | +32.4% | -47.9% | +80.3% | +57.3% |
| 3Y | +194.7% | -12.4% | +207.1% | +175.1% |
| All | +225.8% | -2.7% | +228.6% | +184.1% |
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