+473.8%
WELL vs ALLE
+217.2%
+256.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +3.0% | +0.1% | +3.0% | +3.0% |
| 30D | +10.2% | +25.9% | -15.7% | -0.7% |
| 3M | +6.1% | +14.9% | -8.7% | -0.7% |
| 6M | +16.6% | +42.1% | -25.5% | -1.5% |
| YTD | +35.3% | +20.4% | +15.0% | +21.9% |
| 1Y | +31.5% | +14.9% | +16.6% | +20.9% |
| 3Y | +206.5% | +90.1% | +116.4% | +110.4% |
| 5Y | +222.0% | +53.0% | +169.0% | +142.7% |
| 10Y | +473.8% | +208.8% | +265.0% | +266.3% |
| All | +473.8% | +217.2% | +256.6% | +266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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