+235.8%
WELL vs S
-51.5%
+287.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | -0.7% |
| 7D | +0.1% | +4.1% | -3.9% | 0.0% |
| 30D | +6.8% | -7.2% | +14.0% | +7.0% |
| 3M | +6.7% | 0.0% | +6.8% | +6.5% |
| 6M | +13.8% | +41.6% | -27.8% | +11.7% |
| YTD | +33.8% | +48.6% | -14.8% | +30.7% |
| 1Y | +29.6% | +30.0% | -0.4% | +27.4% |
| 3Y | +203.1% | +42.2% | +160.9% | +193.0% |
| 5Y | +223.8% | -70.8% | +294.6% | +210.5% |
| All | +235.8% | -51.5% | +287.3% | +231.8% |
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