+5,039.0%
WELL vs SBAC
+2,219.2%
+2,819.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +3.5% | +3.0% | +0.5% | +3.1% |
| 30D | +9.7% | +4.3% | +5.4% | +9.2% |
| 3M | +4.8% | +4.1% | +0.6% | +4.2% |
| 6M | +16.1% | -11.6% | +27.7% | +17.4% |
| YTD | +34.7% | +0.4% | +34.3% | +33.9% |
| 1Y | +31.9% | -1.1% | +33.0% | +31.3% |
| 3Y | +209.9% | -7.3% | +217.1% | +209.5% |
| 5Y | +226.5% | -40.8% | +267.3% | +241.4% |
| 10Y | +455.3% | +103.0% | +352.3% | +417.9% |
| All | +5,039.0% | +2,219.2% | +2,819.8% | +4,245.0% |
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