+505.7%
WELL vs ALM
+3,507.4%
-3,001.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.2% |
| 7D | +4.4% | -6.7% | +11.1% | +4.5% |
| 30D | +10.8% | -32.9% | +43.7% | +11.0% |
| 3M | +4.2% | -39.5% | +43.7% | +4.4% |
| 6M | +14.0% | -62.0% | +76.0% | +14.3% |
| YTD | +33.4% | -7.8% | +41.3% | +33.3% |
| 1Y | +32.4% | +26.7% | +5.7% | +32.1% |
| 3Y | +194.7% | +825.4% | -630.6% | +191.0% |
| 5Y | +226.5% | +401.2% | -174.8% | +222.6% |
| 10Y | +429.8% | +2,074.0% | -1,644.2% | +420.4% |
| All | +505.7% | +3,507.4% | -3,001.7% | +485.7% |
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