+2,432.7%
SAP vs WELL
+9,093.2%
-6,660.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | -0.7% | +4.4% | -5.1% | -2.1% |
| 30D | +11.1% | +10.8% | +0.3% | +7.2% |
| 3M | +17.0% | +4.2% | +12.8% | +15.1% |
| 6M | +34.8% | +14.0% | +20.8% | +27.9% |
| YTD | -2.2% | +33.4% | -35.6% | -12.7% |
| 1Y | -6.4% | +32.4% | -38.9% | -16.4% |
| 3Y | +75.1% | +194.7% | -119.6% | +17.0% |
| 5Y | +69.8% | +226.5% | -156.6% | +7.6% |
| 10Y | +219.8% | +429.8% | -210.0% | +51.1% |
| All | +2,432.7% | +9,093.2% | -6,660.5% | +269.4% |
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