+388.5%
WELL vs SNAP
-78.3%
+466.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.8% |
| 7D | +0.1% | +2.6% | -2.4% | 0.0% |
| 30D | +6.8% | -19.6% | +26.4% | +8.1% |
| 3M | +6.7% | +0.4% | +6.3% | +6.4% |
| 6M | +13.8% | -5.9% | +19.8% | +13.5% |
| YTD | +33.8% | -35.3% | +69.2% | +36.2% |
| 1Y | +29.6% | -42.6% | +72.2% | +32.9% |
| 3Y | +203.1% | -53.9% | +257.0% | +204.7% |
| 5Y | +223.8% | -90.3% | +314.1% | +249.4% |
| All | +388.5% | -78.3% | +466.7% | +303.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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