+483.9%
WELL vs ALM
+7,705.7%
-7,221.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -2.0% |
| 7D | -0.8% | -2.6% | +1.8% | -0.8% |
| 30D | -0.1% | +32.0% | -32.1% | -0.2% |
| 3M | +18.0% | -15.0% | +33.1% | +18.0% |
| 6M | +15.0% | -10.1% | +25.1% | +14.9% |
| YTD | +28.6% | +99.4% | -70.8% | +28.1% |
| 1Y | +42.9% | +316.4% | -273.4% | +41.9% |
| 3Y | +203.0% | +2,022.0% | -1,819.0% | +198.2% |
| 5Y | +206.9% | +941.2% | -734.3% | +202.4% |
| 10Y | +339.5% | +2,950.3% | -2,610.9% | +330.7% |
| All | +483.9% | +7,705.7% | -7,221.9% | +463.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling