+285.8%
WELL vs ALHC
-61.8%
+347.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.0% |
| 7D | +3.5% | +3.9% | -0.4% | +3.3% |
| 30D | +9.7% | -3.6% | +13.3% | +9.8% |
| 3M | +4.8% | -49.4% | +54.2% | +8.2% |
| 6M | +16.1% | -59.5% | +75.5% | +20.5% |
| YTD | +34.7% | -63.2% | +97.9% | +40.1% |
| 1Y | +31.9% | -55.5% | +87.4% | +36.0% |
| 3Y | +209.9% | +23.0% | +186.8% | +197.9% |
| 5Y | +226.5% | -65.7% | +292.3% | +217.4% |
| All | +285.8% | -61.8% | +347.7% | +281.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling