+982.7%
WELL vs SCHG
+1,127.0%
-144.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -1.1% | -0.9% | -0.2% | -0.6% |
| 30D | +0.7% | -2.3% | +3.0% | +2.1% |
| 3M | +14.5% | +4.5% | +10.0% | +11.1% |
| 6M | +14.4% | +13.6% | +0.8% | +5.1% |
| YTD | +28.5% | +7.6% | +20.9% | +21.7% |
| 1Y | +41.8% | +13.0% | +28.7% | +29.8% |
| 3Y | +202.8% | +87.0% | +115.8% | +93.5% |
| 5Y | +208.8% | +82.9% | +126.0% | +93.8% |
| 10Y | +356.5% | +453.6% | -97.1% | +25.6% |
| All | +982.7% | +1,127.0% | -144.3% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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