+36.5%
WELL vs ALHC
-51.4%
+87.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.1% | -7.3% | +2.1% |
| 7D | +9.2% | -0.5% | +9.6% | +9.1% |
| 30D | +10.6% | -4.2% | +14.9% | +10.7% |
| 3M | +7.5% | -39.8% | +47.3% | +11.6% |
| 6M | +15.0% | -57.7% | +72.8% | +20.7% |
| YTD | +35.0% | -58.8% | +93.8% | +40.9% |
| 1Y | +36.5% | -52.4% | +88.9% | +41.8% |
| All | +36.5% | -51.4% | +87.9% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling