+284.1%
SHW vs WELL
+340.0%
-55.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -3.2% | -1.1% | -2.1% | -2.9% |
| 30D | -11.4% | +0.7% | -12.1% | -11.7% |
| 3M | +3.5% | +14.5% | -11.0% | -0.9% |
| 6M | -3.4% | +14.4% | -17.8% | -7.6% |
| YTD | -0.3% | +28.5% | -28.8% | -8.0% |
| 1Y | -10.4% | +41.8% | -52.2% | -20.0% |
| 3Y | +21.3% | +202.8% | -181.5% | -14.4% |
| 5Y | +12.9% | +208.8% | -196.0% | -21.9% |
| 10Y | +284.1% | +356.5% | -72.4% | +127.3% |
| All | +284.1% | +340.0% | -55.9% | +127.3% |
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 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