+2,049.8%
WELL vs SGI
+1,862.0%
+187.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.7% | +1.6% |
| 7D | +3.0% | -3.9% | +7.0% | +3.8% |
| 30D | +10.2% | +0.9% | +9.3% | +9.7% |
| 3M | +6.1% | -2.9% | +9.0% | +6.3% |
| 6M | +16.6% | -9.0% | +25.6% | +17.8% |
| YTD | +35.3% | -29.2% | +64.5% | +43.1% |
| 1Y | +31.5% | -32.3% | +63.7% | +40.2% |
| 3Y | +206.5% | +72.4% | +134.1% | +158.9% |
| 5Y | +222.0% | +50.6% | +171.3% | +169.9% |
| 10Y | +473.8% | +335.2% | +138.6% | +245.6% |
| All | +2,049.8% | +1,862.0% | +187.8% | +575.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling