+301.8%
WELL vs GEHC
+33.6%
+268.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.5% |
| 7D | +3.0% | +3.7% | -0.7% | +2.5% |
| 30D | +10.2% | +27.3% | -17.1% | +6.6% |
| 3M | +6.1% | +14.7% | -8.6% | +4.0% |
| 6M | +16.6% | +31.9% | -15.3% | +11.8% |
| YTD | +35.3% | +2.2% | +33.1% | +34.0% |
| 1Y | +31.5% | +14.1% | +17.4% | +27.7% |
| 3Y | +206.5% | +21.0% | +185.5% | +187.5% |
| All | +301.8% | +33.6% | +268.1% | +247.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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