+455.3%
WELL vs ALM
+2,221.4%
-1,766.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.1% | -7.1% | +0.7% |
| 7D | +3.5% | +0.7% | +2.7% | +3.4% |
| 30D | +9.7% | -26.1% | +35.8% | +10.8% |
| 3M | +4.8% | -38.1% | +42.9% | +6.4% |
| 6M | +16.1% | -55.4% | +71.5% | +18.7% |
| YTD | +34.7% | -0.4% | +35.1% | +32.1% |
| 1Y | +31.9% | +25.4% | +6.6% | +27.9% |
| 3Y | +209.9% | +907.8% | -697.9% | +163.8% |
| 5Y | +226.5% | +440.2% | -213.6% | +181.0% |
| 10Y | +455.3% | +2,031.1% | -1,575.9% | +332.6% |
| All | +455.3% | +2,221.4% | -1,766.2% | +332.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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