+70.8%
SAP vs WELL
+227.0%
-156.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | -0.7% | +4.4% | -5.1% | -1.8% |
| 30D | +11.1% | +10.8% | +0.3% | +8.0% |
| 3M | +17.0% | +4.2% | +12.8% | +15.5% |
| 6M | +34.8% | +14.0% | +20.8% | +29.5% |
| YTD | -2.2% | +33.4% | -35.6% | -11.2% |
| 1Y | -6.4% | +32.4% | -38.9% | -15.0% |
| 3Y | +75.1% | +194.7% | -119.6% | +18.9% |
| All | +70.8% | +227.0% | -156.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 5y: compounded portfolio wealth divided by compounded WELL 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…
5y analysis · Full analysis span regression · 6 months rolling