+1,195.7%
WELL vs ACM
+233.3%
+962.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +4.4% | +5.4% | -0.9% | +2.4% |
| 30D | +10.8% | +15.1% | -4.3% | +5.1% |
| 3M | +4.2% | -10.5% | +14.7% | +7.6% |
| 6M | +14.0% | -19.7% | +33.7% | +21.5% |
| YTD | +33.4% | -28.8% | +62.3% | +47.2% |
| 1Y | +32.4% | -47.9% | +80.3% | +63.8% |
| 3Y | +194.7% | -12.4% | +207.1% | +190.9% |
| 5Y | +226.5% | +0.6% | +225.9% | +201.7% |
| 10Y | +429.8% | +161.3% | +268.6% | +235.0% |
| All | +1,195.7% | +233.3% | +962.4% | +565.3% |
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