+42.6%
WELL vs GEHC
-14.2%
+56.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.6% |
| 7D | -1.3% | -5.2% | +3.9% | -1.1% |
| 30D | +0.5% | -7.0% | +7.5% | +0.9% |
| 3M | +19.1% | +3.3% | +15.8% | +18.8% |
| 6M | +17.0% | -10.0% | +27.0% | +16.5% |
| YTD | +29.2% | -18.5% | +47.7% | +28.1% |
| All | +42.6% | -14.2% | +56.7% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling