+29.8%
WELL vs SBAC
-2.9%
+32.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +5.7% | +5.5% | +0.2% | +4.8% |
| 3M | +4.6% | +3.1% | +1.6% | +4.1% |
| 6M | +11.9% | -7.0% | +18.9% | +13.4% |
| YTD | +33.6% | +0.5% | +33.1% | +35.6% |
| 1Y | +29.8% | +0.2% | +29.5% | +31.7% |
| All | +29.8% | -2.9% | +32.7% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling