+250.0%
WELL vs SITM
+3,319.5%
-3,069.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.3% |
| 7D | +0.1% | +6.6% | -6.5% | -0.5% |
| 30D | +5.7% | -15.3% | +21.0% | +6.6% |
| 3M | +4.6% | -35.4% | +40.0% | +7.5% |
| 6M | +11.9% | -46.8% | +58.6% | +15.7% |
| YTD | +33.6% | +25.9% | +7.7% | +25.3% |
| 1Y | +29.8% | +54.0% | -24.2% | +19.0% |
| 3Y | +202.2% | +315.6% | -113.4% | +130.2% |
| 5Y | +223.2% | +74.4% | +148.8% | +156.1% |
| All | +250.0% | +3,319.5% | -3,069.5% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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