+19,554.2%
WELL vs SAN
+1,772.7%
+17,781.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.2% | -0.6% |
| 7D | +3.5% | +8.7% | -5.2% | +1.2% |
| 30D | +9.7% | -6.5% | +16.2% | +11.3% |
| 3M | +4.8% | -14.2% | +19.0% | +8.5% |
| 6M | +16.1% | +2.7% | +13.4% | +14.2% |
| YTD | +34.7% | +8.9% | +25.8% | +29.4% |
| 1Y | +31.9% | +23.4% | +8.5% | +22.4% |
| 3Y | +209.9% | +257.9% | -48.1% | +112.5% |
| 5Y | +226.5% | +297.8% | -71.2% | +111.3% |
| 10Y | +455.3% | +259.6% | +195.7% | +250.1% |
| All | +19,554.2% | +1,772.7% | +17,781.5% | +8,293.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling