+239.3%
SLV vs WELL
+1,691.9%
-1,452.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.1% |
| 3M | -16.1% | +4.2% | -20.3% | -16.6% |
| 6M | -33.2% | +14.0% | -47.2% | -34.4% |
| YTD | -27.2% | +33.4% | -60.7% | -30.2% |
| 1Y | +7.6% | +32.4% | -24.8% | +3.3% |
| 3Y | +122.3% | +194.7% | -72.4% | +91.4% |
| 5Y | +109.7% | +226.5% | -116.7% | +76.8% |
| 10Y | +168.4% | +429.8% | -261.4% | +105.8% |
| All | +239.3% | +1,691.9% | -1,452.5% | +119.3% |
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 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