+410.8%
WELL vs GH
+457.8%
-47.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +0.1% | -8.2% | +8.3% | +0.8% |
| 30D | +7.8% | -4.9% | +12.7% | +8.1% |
| 3M | +10.2% | -6.2% | +16.5% | +10.5% |
| 6M | +16.4% | +60.0% | -43.7% | +10.2% |
| YTD | +35.2% | +51.5% | -16.4% | +28.1% |
| 1Y | +30.5% | +58.4% | -28.0% | +23.0% |
| 3Y | +206.1% | +617.2% | -411.2% | +137.2% |
| 5Y | +228.3% | +47.0% | +181.3% | +186.3% |
| All | +410.8% | +457.8% | -47.0% | +296.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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