+194.7%
WELL vs SN
+397.9%
-203.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.4% |
| 7D | +4.4% | +7.2% | -2.8% | +3.9% |
| 30D | +10.8% | +20.4% | -9.6% | +9.4% |
| 3M | +4.2% | +23.9% | -19.7% | +2.6% |
| 6M | +14.0% | +93.0% | -79.0% | +9.0% |
| YTD | +33.4% | +99.2% | -65.8% | +27.1% |
| 1Y | +32.4% | +142.6% | -110.2% | +24.4% |
| 3Y | +194.7% | +398.8% | -204.1% | +148.2% |
| All | +194.7% | +397.9% | -203.2% | +148.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling