+385.5%
WELL vs GH
+486.6%
-101.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -1.1% | -0.2% | -1.0% | -1.1% |
| 30D | +0.7% | -2.6% | +3.4% | +1.0% |
| 3M | +14.5% | +25.1% | -10.6% | +11.7% |
| 6M | +14.4% | +78.5% | -64.1% | +7.3% |
| YTD | +28.5% | +59.4% | -30.9% | +21.6% |
| 1Y | +41.8% | +173.9% | -132.1% | +26.5% |
| 3Y | +202.8% | +382.7% | -179.9% | +145.3% |
| 5Y | +208.8% | +24.4% | +184.4% | +174.8% |
| All | +385.5% | +486.6% | -101.1% | +275.8% |
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