+455.3%
WELL vs SBAC
+97.3%
+358.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +3.5% | +3.0% | +0.5% | +2.3% |
| 30D | +9.7% | +4.3% | +5.4% | +7.8% |
| 3M | +4.8% | +4.1% | +0.6% | +2.8% |
| 6M | +16.1% | -11.6% | +27.7% | +20.5% |
| YTD | +34.7% | +0.4% | +34.3% | +31.4% |
| 1Y | +31.9% | -1.1% | +33.0% | +29.4% |
| 3Y | +209.9% | -7.3% | +217.1% | +204.4% |
| 5Y | +226.5% | -40.8% | +267.3% | +283.8% |
| 10Y | +455.3% | +103.0% | +352.3% | +337.8% |
| All | +455.3% | +97.3% | +358.0% | +337.8% |
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