+2,019.4%
WELL vs SGI
+1,905.4%
+114.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +1.0% |
| 7D | +4.4% | +1.0% | +3.5% | +4.1% |
| 30D | +10.8% | +3.9% | +6.9% | +9.7% |
| 3M | +4.2% | -0.8% | +5.0% | +3.9% |
| 6M | +14.0% | -18.0% | +32.0% | +17.8% |
| YTD | +33.4% | -27.6% | +61.0% | +40.5% |
| 1Y | +32.4% | -27.2% | +59.6% | +39.1% |
| 3Y | +194.7% | +76.0% | +118.8% | +148.0% |
| 5Y | +226.5% | +50.0% | +176.5% | +174.1% |
| 10Y | +429.8% | +399.1% | +30.8% | +210.6% |
| All | +2,019.4% | +1,905.4% | +114.0% | +562.6% |
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