+338.5%
SHW vs WELL
+464.2%
-125.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +0.7% | +0.1% | +0.5% | +0.6% |
| 30D | +8.4% | +6.8% | +1.6% | +6.4% |
| 3M | -2.2% | +6.7% | -9.0% | -4.1% |
| 6M | +13.3% | +13.8% | -0.5% | +8.7% |
| YTD | +9.2% | +33.8% | -24.6% | -0.5% |
| 1Y | +2.9% | +29.6% | -26.7% | -5.4% |
| 3Y | +41.1% | +203.1% | -162.0% | -0.6% |
| 5Y | +11.0% | +223.8% | -212.9% | -24.4% |
| All | +338.5% | +464.2% | -125.7% | +143.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling