+337.6%
WELL vs SAN
+338.5%
-0.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | -1.3% | +3.3% | -4.7% | -2.3% |
| 30D | +0.5% | +1.1% | -0.6% | +0.1% |
| 3M | +19.1% | +22.2% | -3.1% | +11.2% |
| 6M | +17.0% | +36.0% | -19.0% | +4.9% |
| YTD | +29.2% | +28.2% | +1.0% | +17.1% |
| 1Y | +42.1% | +54.1% | -12.0% | +20.7% |
| 3Y | +204.5% | +354.2% | -149.7% | +70.3% |
| 5Y | +211.0% | +387.3% | -176.3% | +60.9% |
| 10Y | +337.6% | +334.8% | +2.8% | +86.3% |
| All | +337.6% | +338.5% | -0.9% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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