+2,038.9%
STX vs WELL
+464.2%
+1,574.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +16.8% | +0.1% | +16.7% | +16.8% |
| 30D | -27.0% | +6.8% | -33.8% | -28.2% |
| 3M | -37.9% | +6.7% | -44.6% | -39.0% |
| 6M | -32.5% | +13.8% | -46.3% | -35.2% |
| YTD | +98.6% | +33.8% | +64.8% | +82.7% |
| 1Y | +93.6% | +29.6% | +64.0% | +79.3% |
| 3Y | +699.1% | +203.1% | +496.0% | +492.5% |
| 5Y | +481.0% | +223.8% | +257.2% | +318.7% |
| All | +2,038.9% | +464.2% | +1,574.7% | +1,294.2% |
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