+235.2%
WELL vs S
-51.7%
+286.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +0.1% | +2.0% | -1.9% | 0.0% |
| 30D | +5.7% | -2.7% | +8.4% | +5.7% |
| 3M | +4.6% | -6.9% | +11.5% | +4.7% |
| 6M | +11.9% | +38.1% | -26.2% | +9.9% |
| YTD | +33.6% | +48.0% | -14.4% | +30.5% |
| 1Y | +29.8% | +34.5% | -4.7% | +27.3% |
| 3Y | +202.2% | +38.3% | +163.8% | +192.5% |
| 5Y | +223.2% | -70.9% | +294.1% | +209.9% |
| All | +235.2% | -51.7% | +286.9% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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