+566.0%
WELL vs ALLE
+331.3%
+234.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | +0.1% |
| 7D | +5.3% | 0.0% | +5.2% | +5.2% |
| 30D | +8.7% | +20.6% | -11.9% | +0.5% |
| 3M | +3.8% | +11.4% | -7.6% | -1.1% |
| 6M | +15.4% | +42.5% | -27.2% | -1.3% |
| YTD | +33.7% | +18.9% | +14.8% | +22.2% |
| 1Y | +33.6% | +14.2% | +19.5% | +24.1% |
| 3Y | +194.2% | +90.7% | +103.5% | +110.6% |
| 5Y | +227.0% | +52.5% | +174.5% | +154.2% |
| 10Y | +430.7% | +231.2% | +199.5% | +231.5% |
| All | +566.0% | +331.3% | +234.7% | +297.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling