+421.0%
WELL vs ALK
-41.7%
+462.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +4.4% | +9.0% | -4.6% | +1.7% |
| 30D | +10.8% | -1.6% | +12.4% | +10.9% |
| 3M | +4.2% | -23.2% | +27.4% | +11.4% |
| 6M | +14.0% | -3.9% | +17.9% | +12.3% |
| YTD | +33.4% | -22.6% | +56.0% | +37.7% |
| 1Y | +32.4% | -5.3% | +37.7% | +27.3% |
| 3Y | +194.7% | +18.6% | +176.2% | +134.7% |
| 5Y | +226.5% | -34.4% | +260.8% | +216.1% |
| All | +421.0% | -41.7% | +462.8% | +283.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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