+218.5%
WELL vs SN
+659.6%
-441.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.3% |
| 7D | +4.4% | +7.2% | -2.8% | +4.0% |
| 30D | +10.8% | +20.4% | -9.6% | +9.5% |
| 3M | +4.2% | +23.9% | -19.7% | +2.8% |
| 6M | +14.0% | +93.0% | -79.0% | +9.4% |
| YTD | +33.4% | +99.2% | -65.8% | +27.5% |
| 1Y | +32.4% | +142.6% | -110.2% | +25.0% |
| 3Y | +194.7% | +398.8% | -204.1% | +161.7% |
| All | +218.5% | +659.6% | -441.0% | +181.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling