+281.8%
WELL vs GEHC
+10.0%
+271.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -1.9% |
| 7D | -0.8% | -4.0% | +3.2% | -0.3% |
| 30D | -0.1% | -2.0% | +1.9% | +0.2% |
| 3M | +18.0% | +8.0% | +10.1% | +16.5% |
| 6M | +15.0% | -12.8% | +27.8% | +16.7% |
| YTD | +28.6% | -15.9% | +44.5% | +31.0% |
| 1Y | +42.9% | -6.9% | +49.8% | +42.7% |
| 3Y | +203.0% | 0.0% | +203.1% | +191.4% |
| All | +281.8% | +10.0% | +271.9% | +239.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling