+19,368.3%
WELL vs PH
+24,008.7%
-4,640.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.0% | -1.0% |
| 7D | +4.4% | +2.0% | +2.4% | +3.7% |
| 30D | +10.8% | -3.7% | +14.5% | +11.8% |
| 3M | +4.2% | -14.0% | +18.2% | +8.7% |
| 6M | +14.0% | +2.1% | +11.9% | +12.5% |
| YTD | +33.4% | +5.1% | +28.4% | +29.9% |
| 1Y | +32.4% | +10.9% | +21.5% | +26.7% |
| 3Y | +194.7% | +132.9% | +61.8% | +118.3% |
| 5Y | +226.5% | +200.1% | +26.4% | +120.2% |
| 10Y | +429.8% | +783.8% | -354.0% | +157.5% |
| All | +19,368.3% | +24,008.7% | -4,640.5% | +5,601.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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