+220.8%
WELL vs ALLE
+53.5%
+167.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +9.8% | +25.9% | -16.1% | +3.3% |
| 3M | +5.8% | +14.9% | -9.1% | +1.8% |
| 6M | +16.2% | +42.1% | -25.9% | +5.1% |
| YTD | +34.9% | +20.4% | +14.5% | +26.9% |
| 1Y | +31.0% | +14.9% | +16.2% | +25.0% |
| 3Y | +205.4% | +90.1% | +115.3% | +137.8% |
| 5Y | +220.8% | +53.0% | +167.9% | +177.1% |
| All | +220.8% | +53.5% | +167.4% | +177.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling