+225.8%
WELL vs SNAP
-90.7%
+316.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.1% |
| 7D | +4.4% | -7.1% | +11.6% | +4.6% |
| 30D | +10.8% | -14.6% | +25.4% | +11.3% |
| 3M | +4.2% | -5.0% | +9.2% | +4.3% |
| 6M | +14.0% | -18.8% | +32.8% | +14.4% |
| YTD | +33.4% | -38.5% | +72.0% | +34.9% |
| 1Y | +32.4% | -38.1% | +70.5% | +33.8% |
| 3Y | +194.7% | -53.8% | +248.5% | +194.8% |
| All | +225.8% | -90.7% | +316.5% | +255.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling