+604.7%
WELL vs AMC
-98.1%
+702.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -2.2% |
| 7D | -0.8% | +2.3% | -3.1% | -0.9% |
| 30D | -0.1% | -0.7% | +0.7% | -0.1% |
| 3M | +18.0% | +35.2% | -17.2% | +16.5% |
| 6M | +15.0% | +124.6% | -109.6% | +11.4% |
| YTD | +28.6% | +69.9% | -41.3% | +25.4% |
| 1Y | +42.9% | -2.6% | +45.5% | +41.6% |
| 3Y | +203.0% | -79.8% | +282.8% | +207.3% |
| 5Y | +206.9% | -99.4% | +306.3% | +233.1% |
| 10Y | +339.5% | -98.9% | +438.4% | +235.1% |
| All | +604.7% | -98.1% | +702.8% | +450.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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