+207.0%
WELL vs SN
+490.7%
-283.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -2.0% |
| 7D | -0.8% | -9.3% | +8.5% | -0.3% |
| 30D | -0.1% | -4.8% | +4.7% | +0.1% |
| 3M | +18.0% | +40.4% | -22.4% | +15.5% |
| 6M | +15.0% | +50.9% | -36.0% | +11.8% |
| YTD | +28.6% | +54.9% | -26.3% | +24.8% |
| 1Y | +42.9% | +43.0% | -0.1% | +39.4% |
| 3Y | +203.0% | +391.8% | -188.8% | +171.7% |
| All | +207.0% | +490.7% | -283.6% | +175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling