+234.8%
WELL vs S
-52.7%
+287.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | +4.4% | -13.4% | +17.9% | +5.0% |
| 30D | +10.8% | -14.0% | +24.8% | +11.4% |
| 3M | +4.2% | +4.9% | -0.7% | +3.7% |
| 6M | +14.0% | +42.0% | -28.0% | +11.8% |
| YTD | +33.4% | +45.1% | -11.7% | +30.5% |
| 1Y | +32.4% | +33.1% | -0.7% | +29.9% |
| 3Y | +194.7% | +40.6% | +154.1% | +185.0% |
| 5Y | +226.5% | -67.5% | +293.9% | +214.8% |
| All | +234.8% | -52.7% | +287.4% | +231.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling