+1,943.0%
WELL vs SGI
+2,083.6%
-140.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -0.8% | +8.5% | -9.3% | -2.6% |
| 30D | -0.1% | +0.7% | -0.8% | -0.4% |
| 3M | +18.0% | +0.6% | +17.4% | +17.2% |
| 6M | +15.0% | -17.9% | +32.9% | +18.7% |
| YTD | +28.6% | -21.2% | +49.8% | +33.3% |
| 1Y | +42.9% | -18.9% | +61.8% | +46.6% |
| 3Y | +203.0% | +52.6% | +150.4% | +163.6% |
| 5Y | +206.9% | +60.7% | +146.2% | +154.2% |
| 10Y | +339.5% | +278.1% | +61.4% | +169.6% |
| All | +1,943.0% | +2,083.6% | -140.6% | +528.8% |
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 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