+208.4%
WELL vs SN
+496.6%
-288.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.4% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +0.5% | -5.6% | +6.1% | +0.8% |
| 3M | +19.1% | +48.1% | -29.0% | +16.2% |
| 6M | +17.0% | +57.6% | -40.7% | +13.4% |
| YTD | +29.2% | +56.5% | -27.3% | +25.3% |
| 1Y | +42.1% | +52.6% | -10.4% | +38.0% |
| 3Y | +204.5% | +412.0% | -207.4% | +172.9% |
| All | +208.4% | +496.6% | -288.2% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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