+237.0%
WELL vs SITM
+4,608.4%
-4,371.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.5% | -8.6% | -2.6% |
| 7D | -0.8% | +9.7% | -10.5% | -1.6% |
| 30D | -0.1% | +12.7% | -12.8% | -1.6% |
| 3M | +18.0% | -13.4% | +31.5% | +18.0% |
| 6M | +15.0% | +59.6% | -44.6% | +7.2% |
| YTD | +28.6% | +73.3% | -44.7% | +18.4% |
| 1Y | +42.9% | +165.5% | -122.6% | +24.8% |
| 3Y | +203.0% | +368.7% | -165.7% | +132.1% |
| 5Y | +206.9% | +172.5% | +34.4% | +131.4% |
| All | +237.0% | +4,608.4% | -4,371.4% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling