-1.8%
SHOP vs WELL
+214.0%
-215.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | +0.3% |
| 7D | -5.1% | -0.8% | -4.3% | -4.8% |
| 30D | +0.6% | -0.1% | +0.7% | +0.5% |
| 3M | +25.0% | +18.0% | +7.0% | +16.7% |
| 6M | +11.9% | +15.0% | -3.1% | +4.8% |
| YTD | -9.9% | +28.6% | -38.5% | -20.3% |
| 1Y | 0.0% | +42.9% | -43.0% | -16.6% |
| 3Y | +117.5% | +203.0% | -85.5% | +17.6% |
| All | -1.8% | +214.0% | -215.9% | -49.3% |
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