+202.7%
WELL vs SITM
+342.8%
-140.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +0.1% | +32.5% | -32.4% | +0.1% |
| 30D | +6.8% | -18.8% | +25.6% | +6.9% |
| 3M | +6.7% | -30.9% | +37.6% | +7.0% |
| 6M | +13.8% | -44.5% | +58.3% | +14.6% |
| YTD | +33.8% | +33.2% | +0.6% | +31.5% |
| 1Y | +29.6% | +53.8% | -24.2% | +27.1% |
| All | +202.7% | +342.8% | -140.1% | +182.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling