+673.1%
WELL vs AMCR
+100.3%
+572.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.1% | -2.4% | +2.5% | +1.0% |
| 30D | +5.7% | +3.6% | +2.1% | +4.2% |
| 3M | +4.6% | -4.2% | +8.8% | +5.9% |
| 6M | +11.9% | +15.5% | -3.7% | +5.5% |
| YTD | +33.6% | +9.7% | +23.8% | +26.6% |
| 1Y | +29.8% | +8.3% | +21.5% | +23.5% |
| 3Y | +202.2% | +15.4% | +186.8% | +173.3% |
| 5Y | +223.2% | -9.1% | +232.3% | +218.1% |
| 10Y | +461.7% | +18.6% | +443.1% | +360.3% |
| All | +673.1% | +100.3% | +572.8% | +531.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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