+307.8%
WELL vs ALC
+32.2%
+275.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +3.5% | +2.1% | +1.4% | +2.6% |
| 30D | +9.7% | +17.2% | -7.5% | +3.1% |
| 3M | +4.8% | +4.6% | +0.2% | +2.6% |
| 6M | +16.1% | +20.1% | -4.0% | +7.3% |
| YTD | +34.7% | -4.2% | +38.9% | +34.8% |
| 1Y | +31.9% | +2.1% | +29.8% | +28.3% |
| 3Y | +209.9% | +4.5% | +205.4% | +185.9% |
| 5Y | +226.5% | -12.3% | +238.9% | +221.7% |
| All | +307.8% | +32.2% | +275.7% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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