+2,233.8%
SAP vs WELL
+8,761.5%
-6,527.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.2% |
| 7D | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | +9.0% | -0.1% | +9.1% | +8.9% |
| 3M | +14.9% | +18.0% | -3.1% | +8.2% |
| 6M | +11.9% | +15.0% | -3.1% | +5.7% |
| YTD | -9.9% | +28.6% | -38.5% | -18.4% |
| 1Y | -19.5% | +42.9% | -62.5% | -30.0% |
| 3Y | +61.8% | +203.0% | -141.2% | +7.0% |
| 5Y | +56.2% | +206.9% | -150.7% | +1.1% |
| 10Y | +180.6% | +339.5% | -158.9% | +42.8% |
| All | +2,233.8% | +8,761.5% | -6,527.7% | +245.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling