+106.9%
SLV vs WELL
+227.0%
-120.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +5.1% | +4.4% | +0.7% | +4.5% |
| 30D | -12.9% | +10.8% | -23.7% | -14.2% |
| 3M | -16.1% | +4.2% | -20.3% | -16.6% |
| 6M | -33.2% | +14.0% | -47.2% | -34.5% |
| YTD | -27.2% | +33.4% | -60.7% | -30.8% |
| 1Y | +7.6% | +32.4% | -24.8% | +2.3% |
| 3Y | +122.3% | +194.7% | -72.4% | +74.9% |
| All | +106.9% | +227.0% | -120.1% | +57.3% |
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 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