+421.0%
WELL vs ALLE
+222.4%
+198.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.2% |
| 7D | +4.4% | -0.6% | +5.0% | +4.7% |
| 30D | +10.8% | +25.3% | -14.5% | +0.1% |
| 3M | +4.2% | +10.3% | -6.1% | -0.7% |
| 6M | +14.0% | +38.0% | -24.0% | -2.4% |
| YTD | +33.4% | +17.8% | +15.6% | +21.5% |
| 1Y | +32.4% | +13.6% | +18.8% | +22.4% |
| 3Y | +194.7% | +89.2% | +105.5% | +103.1% |
| 5Y | +226.5% | +51.1% | +175.4% | +147.6% |
| All | +421.0% | +222.4% | +198.6% | +248.3% |
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