+69.4%
SHEL vs WELL
+201.2%
-131.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +3.0% | -1.1% | +4.1% | +3.1% |
| 30D | +7.2% | +0.7% | +6.5% | +7.1% |
| 3M | +12.9% | +14.5% | -1.6% | +11.5% |
| 6M | +13.7% | +14.4% | -0.7% | +12.2% |
| YTD | +33.7% | +28.5% | +5.2% | +30.1% |
| 1Y | +37.9% | +41.8% | -3.9% | +32.3% |
| All | +69.4% | +201.2% | -131.9% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling