+194.7%
WELL vs SAN
+235.5%
-40.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | 0.0% |
| 7D | +4.4% | +4.9% | -0.5% | +4.0% |
| 30D | +10.8% | -13.0% | +23.8% | +12.0% |
| 3M | +4.2% | -18.9% | +23.1% | +5.9% |
| 6M | +14.0% | -4.1% | +18.1% | +14.0% |
| YTD | +33.4% | +2.6% | +30.8% | +31.8% |
| 1Y | +32.4% | +16.9% | +15.5% | +28.5% |
| 3Y | +194.7% | +239.1% | -44.3% | +135.6% |
| All | +194.7% | +235.5% | -40.8% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling