+356.5%
WELL vs SBAC
+78.4%
+278.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.2% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | +0.7% | +3.9% | -3.1% | -0.8% |
| 3M | +14.5% | -8.2% | +22.7% | +17.8% |
| 6M | +14.4% | -2.8% | +17.2% | +13.8% |
| YTD | +28.5% | -1.5% | +30.0% | +26.7% |
| 1Y | +41.8% | 0.0% | +41.7% | +38.6% |
| 3Y | +202.8% | -8.4% | +211.2% | +199.1% |
| 5Y | +208.8% | -43.5% | +252.3% | +271.4% |
| 10Y | +356.5% | +86.9% | +269.6% | +251.8% |
| All | +356.5% | +78.4% | +278.2% | +251.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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