+208.8%
WELL vs SITM
+164.5%
+44.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -1.1% | +3.7% | -4.8% | -1.3% |
| 30D | +0.7% | -14.5% | +15.3% | +1.4% |
| 3M | +14.5% | -10.6% | +25.1% | +14.5% |
| 6M | +14.4% | +65.5% | -51.1% | +9.6% |
| YTD | +28.5% | +67.0% | -38.5% | +22.7% |
| 1Y | +41.8% | +138.6% | -96.8% | +31.9% |
| 3Y | +202.8% | +421.8% | -219.0% | +155.0% |
| 5Y | +208.8% | +172.4% | +36.4% | +163.6% |
| All | +208.8% | +164.5% | +44.3% | +163.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling