+283.6%
WELL vs GEHC
+6.6%
+276.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.9% |
| 7D | -1.3% | -5.2% | +3.9% | -0.6% |
| 30D | +0.5% | -7.0% | +7.5% | +1.5% |
| 3M | +19.1% | +3.3% | +15.8% | +18.2% |
| 6M | +17.0% | -10.0% | +27.0% | +18.1% |
| YTD | +29.2% | -18.5% | +47.7% | +32.1% |
| 1Y | +42.1% | -14.4% | +56.6% | +43.9% |
| 3Y | +204.5% | +3.4% | +201.1% | +190.6% |
| All | +283.6% | +6.6% | +276.9% | +242.1% |
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 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