+80.7%
SAP vs WELL
+221.0%
-140.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +6.5% | +5.7% | +0.9% | +4.9% |
| 3M | +12.2% | +4.6% | +7.6% | +10.7% |
| 6M | +46.1% | +11.9% | +34.2% | +41.2% |
| YTD | -1.6% | +33.6% | -35.2% | -10.8% |
| 1Y | -5.1% | +29.8% | -34.9% | -13.2% |
| 3Y | +68.4% | +202.2% | -133.8% | +13.0% |
| All | +80.7% | +221.0% | -140.3% | +15.9% |
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