+42.1%
WELL vs ALM
+347.8%
-305.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.8% | -8.4% | +0.5% |
| 7D | -1.3% | +8.4% | -9.7% | -1.3% |
| 30D | +0.5% | +34.8% | -34.3% | +0.5% |
| 3M | +19.1% | +16.2% | +2.8% | +19.1% |
| 6M | +17.0% | +2.1% | +14.8% | +16.5% |
| YTD | +29.2% | +117.0% | -87.8% | +27.4% |
| 1Y | +42.1% | +313.9% | -271.7% | +30.0% |
| All | +42.1% | +347.8% | -305.6% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling