+29.6%
WELL vs ALM
+7.9%
+21.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -1.0% |
| 7D | +0.1% | -4.0% | +4.2% | +0.1% |
| 30D | +6.8% | -30.5% | +37.3% | +6.6% |
| 3M | +6.7% | -46.9% | +53.6% | +6.7% |
| 6M | +13.8% | -65.5% | +79.3% | +13.8% |
| YTD | +33.8% | -13.4% | +47.2% | +31.0% |
| 1Y | +29.6% | +9.8% | +19.8% | +23.8% |
| All | +29.6% | +7.9% | +21.7% | +23.8% |
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