+337.6%
WELL vs AME
+421.6%
-84.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | -1.3% | +2.8% | -4.1% | -2.7% |
| 30D | +0.5% | -6.3% | +6.8% | +3.7% |
| 3M | +19.1% | +5.4% | +13.7% | +15.1% |
| 6M | +17.0% | +7.4% | +9.5% | +11.5% |
| YTD | +29.2% | +16.2% | +13.0% | +17.7% |
| 1Y | +42.1% | +26.8% | +15.3% | +23.0% |
| 3Y | +204.5% | +57.5% | +147.0% | +124.2% |
| 5Y | +211.0% | +84.8% | +126.1% | +103.9% |
| 10Y | +337.6% | +424.3% | -86.7% | +133.8% |
| All | +337.6% | +421.6% | -84.0% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling