+1,149.0%
WELL vs ACM
+230.8%
+918.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -0.8% | -3.7% | +2.9% | +0.6% |
| 30D | -0.1% | -11.1% | +11.0% | +3.8% |
| 3M | +18.0% | -8.0% | +26.0% | +20.5% |
| 6M | +15.0% | -29.7% | +44.7% | +28.9% |
| YTD | +28.6% | -29.4% | +58.0% | +42.7% |
| 1Y | +42.9% | -46.4% | +89.3% | +75.0% |
| 3Y | +203.0% | -22.3% | +225.4% | +214.3% |
| 5Y | +206.9% | +4.5% | +202.4% | +179.0% |
| 10Y | +339.5% | +127.6% | +211.8% | +191.4% |
| All | +1,149.0% | +230.8% | +918.2% | +545.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling