+218.9%
SLV vs WELL
+335.2%
-116.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | +2.5% | -1.3% | +3.8% | +2.7% |
| 30D | +3.3% | +0.5% | +2.7% | +3.2% |
| 3M | -3.6% | +19.1% | -22.7% | -6.1% |
| 6M | -21.8% | +17.0% | -38.8% | -23.7% |
| YTD | -7.8% | +29.2% | -37.0% | -11.5% |
| 1Y | +58.3% | +42.1% | +16.1% | +49.6% |
| 3Y | +182.6% | +204.5% | -22.0% | +136.9% |
| 5Y | +167.8% | +211.0% | -43.2% | +121.6% |
| 10Y | +218.9% | +337.6% | -118.8% | +171.2% |
| All | +218.9% | +335.2% | -116.3% | +171.2% |
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