+91.8%
WELL vs SARO
-23.7%
+115.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | -2.2% | -4.0% | +1.8% | -1.9% |
| 30D | +4.7% | -16.1% | +20.8% | +6.4% |
| 3M | +11.9% | -4.5% | +16.5% | +11.9% |
| 6M | +14.3% | -17.0% | +31.3% | +15.7% |
| YTD | +28.4% | -17.5% | +45.9% | +29.9% |
| 1Y | +42.3% | -12.3% | +54.6% | +42.6% |
| All | +91.8% | -23.7% | +115.5% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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