+167.8%
SLV vs WELL
+215.5%
-47.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.3% |
| 6M | -21.8% | +17.0% | -38.8% | -23.8% |
| YTD | -7.8% | +29.2% | -37.0% | -11.9% |
| 1Y | +58.3% | +42.1% | +16.1% | +47.7% |
| 3Y | +182.6% | +204.5% | -22.0% | +121.2% |
| 5Y | +167.8% | +211.0% | -43.2% | +104.0% |
| All | +167.8% | +215.5% | -47.7% | +104.0% |
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