+296.1%
WELL vs GEHC
+31.6%
+264.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.1% |
| 7D | +4.4% | +7.6% | -3.2% | +3.4% |
| 30D | +10.8% | +27.5% | -16.7% | +7.1% |
| 3M | +4.2% | +17.2% | -13.0% | +1.8% |
| 6M | +14.0% | +33.6% | -19.6% | +9.1% |
| YTD | +33.4% | +0.6% | +32.8% | +32.4% |
| 1Y | +32.4% | +11.3% | +21.1% | +29.1% |
| 3Y | +194.7% | +16.5% | +178.2% | +178.4% |
| All | +296.1% | +31.6% | +264.5% | +242.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling