+223.8%
WELL vs SITM
+87.2%
+136.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +0.1% | +32.5% | -32.4% | -1.2% |
| 30D | +6.8% | -18.8% | +25.6% | +7.5% |
| 3M | +6.7% | -30.9% | +37.6% | +8.1% |
| 6M | +13.8% | -44.5% | +58.3% | +16.1% |
| YTD | +33.8% | +33.2% | +0.6% | +28.1% |
| 1Y | +29.6% | +53.8% | -24.2% | +22.8% |
| 3Y | +203.1% | +335.7% | -132.6% | +151.6% |
| 5Y | +223.8% | +84.6% | +139.2% | +171.4% |
| All | +223.8% | +87.2% | +136.6% | +171.4% |
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