+205.4%
WELL vs ALK
+23.9%
+181.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +2.7% | +12.9% | -10.3% | +2.0% |
| 30D | +9.8% | +5.5% | +4.3% | +9.4% |
| 3M | +5.8% | -12.1% | +17.9% | +6.3% |
| 6M | +16.2% | +1.7% | +14.5% | +15.4% |
| YTD | +34.9% | -17.4% | +52.3% | +35.2% |
| 1Y | +31.0% | -1.9% | +33.0% | +29.6% |
| 3Y | +205.4% | +21.2% | +184.2% | +192.1% |
| All | +205.4% | +23.9% | +181.5% | +192.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling