+4,990.4%
WELL vs SBAC
+2,207.9%
+2,782.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | 0.0% |
| 7D | +4.4% | +1.2% | +3.2% | +4.3% |
| 30D | +10.8% | +11.2% | -0.4% | +9.4% |
| 3M | +4.2% | +4.5% | -0.2% | +3.6% |
| 6M | +14.0% | -12.2% | +26.2% | +15.4% |
| YTD | +33.4% | -0.1% | +33.6% | +32.7% |
| 1Y | +32.4% | -0.3% | +32.7% | +31.7% |
| 3Y | +194.7% | -8.7% | +203.5% | +194.9% |
| 5Y | +226.5% | -40.2% | +266.6% | +241.0% |
| 10Y | +429.8% | +97.3% | +332.5% | +395.4% |
| All | +4,990.4% | +2,207.9% | +2,782.5% | +4,206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling