+219.5%
WELL vs SN
+650.0%
-430.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.8% |
| 7D | +0.1% | +1.4% | -1.2% | 0.0% |
| 30D | +6.8% | +16.6% | -9.8% | +5.8% |
| 3M | +6.7% | +18.3% | -11.5% | +5.5% |
| 6M | +13.8% | +103.1% | -89.2% | +8.9% |
| YTD | +33.8% | +96.7% | -62.9% | +28.0% |
| 1Y | +29.6% | +134.3% | -104.7% | +22.7% |
| 3Y | +203.1% | +425.2% | -222.1% | +168.8% |
| All | +219.5% | +650.0% | -430.5% | +182.4% |
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 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