+11.7%
SPGI vs WELL
+227.0%
-215.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +0.3% | +4.4% | -4.2% | -1.3% |
| 30D | +18.4% | +10.8% | +7.6% | +14.1% |
| 3M | +15.7% | +4.2% | +11.5% | +13.9% |
| 6M | +17.3% | +14.0% | +3.3% | +11.6% |
| YTD | -4.7% | +33.4% | -38.2% | -15.4% |
| 1Y | +1.8% | +32.4% | -30.6% | -9.5% |
| 3Y | +31.7% | +194.7% | -163.0% | -18.6% |
| All | +11.7% | +227.0% | -215.3% | -35.1% |
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