+182.0%
SLV vs WELL
+464.2%
-282.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.1% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -15.6% | +6.8% | -22.4% | -16.4% |
| 3M | -23.6% | +6.7% | -30.3% | -24.3% |
| 6M | -42.6% | +13.8% | -56.4% | -43.7% |
| YTD | -30.0% | +33.8% | -63.8% | -33.1% |
| 1Y | -6.6% | +29.6% | -36.3% | -10.5% |
| 3Y | +121.8% | +203.1% | -81.3% | +86.3% |
| 5Y | +92.7% | +223.8% | -131.2% | +58.7% |
| All | +182.0% | +464.2% | -282.2% | +111.3% |
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