+349.8%
WELL vs JHX
+106.3%
+243.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -0.2% | -6.3% | +6.1% | +1.2% |
| 30D | +2.3% | -7.7% | +10.1% | +4.0% |
| 3M | +12.3% | +19.2% | -6.9% | +7.4% |
| 6M | +15.6% | +38.3% | -22.7% | +5.8% |
| YTD | +28.3% | +37.2% | -8.9% | +17.2% |
| 1Y | +41.9% | +42.3% | -0.4% | +27.6% |
| 3Y | +198.3% | -4.4% | +202.7% | +170.0% |
| 5Y | +206.4% | -26.4% | +232.8% | +194.9% |
| All | +349.8% | +106.3% | +243.5% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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