+338.6%
SPGI vs WELL
+475.0%
-136.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +15.3% | +7.8% | +7.5% | +12.5% |
| 3M | +16.5% | +10.2% | +6.3% | +12.9% |
| 6M | +19.8% | +16.4% | +3.5% | +13.9% |
| YTD | -3.2% | +35.2% | -38.4% | -12.9% |
| 1Y | +1.8% | +30.5% | -28.7% | -7.4% |
| 3Y | +30.6% | +206.1% | -175.5% | -10.9% |
| 5Y | +16.0% | +228.3% | -212.2% | -23.5% |
| 10Y | +338.6% | +468.3% | -129.7% | +141.3% |
| All | +338.6% | +475.0% | -136.4% | +141.3% |
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 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