+236.3%
WELL vs SITM
+4,532.8%
-4,296.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | -2.2% | +4.8% | -7.1% | -2.7% |
| 30D | +4.7% | -9.7% | +14.4% | +5.4% |
| 3M | +11.9% | -9.3% | +21.3% | +11.6% |
| 6M | +14.3% | +69.5% | -55.2% | +5.9% |
| YTD | +28.4% | +70.5% | -42.2% | +18.4% |
| 1Y | +42.3% | +145.3% | -103.0% | +25.3% |
| 3Y | +202.6% | +432.8% | -230.2% | +127.8% |
| 5Y | +206.5% | +174.0% | +32.5% | +130.6% |
| All | +236.3% | +4,532.8% | -4,296.5% | +31.1% |
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