+203.3%
WELL vs SBAC
-7.2%
+210.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -0.1% | +6.9% | -7.0% | -1.7% |
| 3M | +18.0% | -8.2% | +26.3% | +20.4% |
| 6M | +15.0% | -1.6% | +16.6% | +15.0% |
| YTD | +28.6% | -0.1% | +28.7% | +27.9% |
| 1Y | +42.9% | -0.5% | +43.4% | +42.0% |
| All | +203.3% | -7.2% | +210.5% | +213.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling