+225.8%
WELL vs ALHC
-64.2%
+290.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | +4.4% | +1.0% | +3.5% | +4.3% |
| 30D | +10.8% | -14.2% | +25.0% | +11.6% |
| 3M | +4.2% | -45.1% | +49.4% | +7.4% |
| 6M | +14.0% | -59.5% | +73.5% | +18.9% |
| YTD | +33.4% | -62.8% | +96.3% | +39.4% |
| 1Y | +32.4% | -55.5% | +87.9% | +36.9% |
| 3Y | +194.7% | +25.7% | +169.1% | +180.0% |
| All | +225.8% | -64.2% | +290.0% | +229.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling