+356.5%
WELL vs SGI
+263.3%
+93.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.1% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | +0.7% | +5.5% | -4.8% | -0.9% |
| 3M | +14.5% | -3.6% | +18.1% | +14.9% |
| 6M | +14.4% | -15.0% | +29.4% | +17.7% |
| YTD | +28.5% | -23.0% | +51.5% | +35.0% |
| 1Y | +41.8% | -18.4% | +60.2% | +45.8% |
| 3Y | +202.8% | +57.8% | +145.1% | +149.9% |
| 5Y | +208.8% | +51.5% | +157.4% | +146.9% |
| 10Y | +356.5% | +275.2% | +81.4% | +117.7% |
| All | +356.5% | +263.3% | +93.3% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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