+295.5%
SPGI vs WELL
+335.2%
-39.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | -2.5% | -1.3% | -1.2% | -2.1% |
| 30D | +5.4% | +0.5% | +4.9% | +5.2% |
| 3M | +9.0% | +19.1% | -10.0% | +3.2% |
| 6M | +0.8% | +17.0% | -16.2% | -4.6% |
| YTD | -12.6% | +29.2% | -41.8% | -20.1% |
| 1Y | -16.1% | +42.1% | -58.3% | -25.9% |
| 3Y | +19.0% | +204.5% | -185.6% | -18.6% |
| 5Y | +5.1% | +211.0% | -205.9% | -29.6% |
| 10Y | +295.5% | +337.6% | -42.1% | +134.6% |
| All | +295.5% | +335.2% | -39.7% | +134.6% |
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