+468.3%
WELL vs ALB
+35.3%
+433.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | +7.8% | -2.6% | +10.4% | +8.0% |
| 3M | +10.2% | -25.6% | +35.8% | +14.1% |
| 6M | +16.4% | -54.0% | +70.4% | +27.9% |
| YTD | +35.2% | -31.6% | +66.7% | +39.1% |
| 1Y | +30.5% | -6.6% | +37.0% | +27.9% |
| 3Y | +206.1% | -14.0% | +220.1% | +187.0% |
| 5Y | +228.3% | -62.5% | +290.8% | +252.3% |
| 10Y | +468.3% | +36.3% | +432.0% | +334.0% |
| All | +468.3% | +35.3% | +433.0% | +334.0% |
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