+455.3%
WELL vs ALB
+38.2%
+417.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.5% | +9.5% | -6.0% | +2.3% |
| 30D | +9.7% | -2.1% | +11.8% | +9.9% |
| 3M | +4.8% | -24.1% | +28.9% | +8.2% |
| 6M | +16.1% | -51.0% | +67.1% | +26.5% |
| YTD | +34.7% | -29.3% | +64.0% | +38.0% |
| 1Y | +31.9% | +3.2% | +28.8% | +27.6% |
| 3Y | +209.9% | -9.3% | +219.2% | +188.2% |
| 5Y | +226.5% | -61.6% | +288.2% | +249.5% |
| 10Y | +455.3% | +40.8% | +414.5% | +326.7% |
| All | +455.3% | +38.2% | +417.0% | +326.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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