+388.1%
WELL vs SE
+363.8%
+24.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +5.7% | -20.9% | +26.6% | +7.4% |
| 3M | +4.6% | -38.9% | +43.5% | +8.3% |
| 6M | +11.9% | -19.4% | +31.3% | +12.9% |
| YTD | +33.6% | -40.9% | +74.5% | +37.6% |
| 1Y | +29.8% | -46.2% | +76.0% | +34.5% |
| 3Y | +202.2% | +63.7% | +138.4% | +179.7% |
| 5Y | +223.2% | -77.9% | +301.1% | +240.6% |
| All | +388.1% | +363.8% | +24.4% | +253.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling