+211.0%
WELL vs SGI
+61.8%
+149.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -1.3% | +9.3% | -10.6% | -2.6% |
| 30D | +0.5% | +6.9% | -6.4% | -0.5% |
| 3M | +19.1% | +2.8% | +16.2% | +18.2% |
| 6M | +17.0% | -12.6% | +29.6% | +18.5% |
| YTD | +29.2% | -21.5% | +50.7% | +32.6% |
| 1Y | +42.1% | -18.8% | +60.9% | +44.7% |
| 3Y | +204.5% | +60.8% | +143.7% | +170.1% |
| 5Y | +211.0% | +60.0% | +151.0% | +166.8% |
| All | +211.0% | +61.8% | +149.2% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling