+333.1%
SLV vs WELL
+1,627.2%
-1,294.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -0.9% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +6.7% | -0.1% | +6.8% | +6.7% |
| 3M | -10.7% | +18.0% | -28.7% | -12.7% |
| 6M | -20.6% | +15.0% | -35.6% | -22.1% |
| YTD | -7.1% | +28.6% | -35.8% | -10.4% |
| 1Y | +62.0% | +42.9% | +19.1% | +53.9% |
| 3Y | +169.8% | +203.0% | -33.2% | +131.4% |
| 5Y | +161.5% | +206.9% | -45.4% | +122.2% |
| 10Y | +224.4% | +339.5% | -115.1% | +154.5% |
| All | +333.1% | +1,627.2% | -1,294.1% | +181.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling