+15.0%
SHW vs WELL
+215.5%
-200.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.4% |
| 7D | -1.2% | -1.3% | +0.1% | -0.7% |
| 30D | -11.6% | +0.5% | -12.1% | -11.9% |
| 3M | +9.1% | +19.1% | -10.0% | +2.0% |
| 6M | -0.7% | +17.0% | -17.6% | -6.7% |
| YTD | +1.4% | +29.2% | -27.8% | -8.4% |
| 1Y | -12.3% | +42.1% | -54.4% | -23.9% |
| 3Y | +23.4% | +204.5% | -181.2% | -22.1% |
| 5Y | +15.0% | +211.0% | -196.0% | -29.4% |
| All | +15.0% | +215.5% | -200.5% | -29.4% |
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 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