+4,806.7%
WELL vs SBAC
+2,208.1%
+2,598.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | -0.1% | +6.9% | -7.0% | -0.9% |
| 3M | +18.0% | -8.2% | +26.3% | +19.0% |
| 6M | +15.0% | -1.6% | +16.6% | +14.8% |
| YTD | +28.6% | -0.1% | +28.7% | +28.0% |
| 1Y | +42.9% | -0.5% | +43.4% | +42.3% |
| 3Y | +203.0% | -9.1% | +212.1% | +203.5% |
| 5Y | +206.9% | -43.8% | +250.7% | +222.8% |
| 10Y | +339.5% | +80.5% | +259.0% | +314.5% |
| All | +4,806.7% | +2,208.1% | +2,598.6% | +4,054.7% |
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 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