+42.1%
WELL vs S
+4.5%
+37.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +0.3% |
| 7D | -1.3% | -5.8% | +4.5% | -1.6% |
| 30D | +0.5% | -9.2% | +9.7% | +0.1% |
| 3M | +19.1% | +23.4% | -4.3% | +21.0% |
| 6M | +17.0% | +36.9% | -20.0% | +19.9% |
| YTD | +29.2% | +29.5% | -0.3% | +32.2% |
| 1Y | +42.1% | +5.4% | +36.7% | +44.1% |
| All | +42.1% | +4.5% | +37.7% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling