+18,665.9%
WELL vs AME
+18,709.1%
-43.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.5% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | -0.1% | -6.7% | +6.6% | +1.9% |
| 3M | +18.0% | +4.1% | +14.0% | +16.2% |
| 6M | +15.0% | +1.6% | +13.4% | +13.9% |
| YTD | +28.6% | +16.1% | +12.5% | +22.3% |
| 1Y | +42.9% | +27.3% | +15.6% | +32.0% |
| 3Y | +203.0% | +50.9% | +152.2% | +162.4% |
| 5Y | +206.9% | +81.4% | +125.5% | +150.6% |
| 10Y | +339.5% | +417.0% | -77.5% | +174.8% |
| All | +18,665.9% | +18,709.1% | -43.2% | +7,134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling