+19,554.2%
WELL vs AME
+18,777.7%
+776.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -0.3% |
| 7D | +3.5% | -1.5% | +5.0% | +3.8% |
| 30D | +9.7% | -4.2% | +13.9% | +10.7% |
| 3M | +4.8% | -5.9% | +10.7% | +6.2% |
| 6M | +16.1% | +2.8% | +13.3% | +14.3% |
| YTD | +34.7% | +16.6% | +18.1% | +27.5% |
| 1Y | +31.9% | +22.1% | +9.8% | +23.0% |
| 3Y | +209.9% | +64.7% | +145.2% | +160.5% |
| 5Y | +226.5% | +76.6% | +149.9% | +168.0% |
| 10Y | +455.3% | +443.9% | +11.4% | +241.9% |
| All | +19,554.2% | +18,777.7% | +776.5% | +7,440.6% |
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