+202.7%
WELL vs ALHC
+25.0%
+177.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.9% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +6.8% | -9.6% | +16.4% | +7.2% |
| 3M | +6.7% | -44.5% | +51.3% | +9.4% |
| 6M | +13.8% | -59.2% | +73.0% | +17.5% |
| YTD | +33.8% | -62.0% | +95.9% | +38.2% |
| 1Y | +29.6% | -54.8% | +84.4% | +33.2% |
| All | +202.7% | +25.0% | +177.7% | +195.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling