+268.4%
WELL vs ALHC
-28.9%
+297.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -0.8% | -0.6% | -0.2% | -0.8% |
| 30D | -0.1% | -1.0% | +0.9% | 0.0% |
| 3M | +18.0% | -10.2% | +28.2% | +18.1% |
| 6M | +15.0% | -28.3% | +43.3% | +16.1% |
| YTD | +28.6% | -31.4% | +60.1% | +30.0% |
| 1Y | +42.9% | -16.9% | +59.9% | +43.1% |
| 3Y | +203.0% | +135.5% | +67.5% | +181.8% |
| 5Y | +206.9% | -33.6% | +240.5% | +189.1% |
| All | +268.4% | -28.9% | +297.3% | +254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling