+204.5%
WELL vs GH
+355.8%
-151.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | -1.3% | -2.1% | +0.8% | -1.2% |
| 30D | +0.5% | -4.5% | +5.0% | +0.8% |
| 3M | +19.1% | +28.9% | -9.8% | +16.9% |
| 6M | +17.0% | +76.5% | -59.5% | +12.1% |
| YTD | +29.2% | +57.6% | -28.4% | +24.6% |
| 1Y | +42.1% | +167.5% | -125.4% | +31.7% |
| 3Y | +204.5% | +377.4% | -172.9% | +160.8% |
| All | +204.5% | +355.8% | -151.2% | +160.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling