+455.3%
WELL vs SO
+184.0%
+271.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | +0.1% |
| 7D | +3.5% | -1.1% | +4.6% | +4.2% |
| 30D | +9.7% | +8.6% | +1.1% | +3.8% |
| 3M | +4.8% | +1.8% | +3.0% | +3.3% |
| 6M | +16.1% | +3.6% | +12.5% | +13.2% |
| YTD | +34.7% | +9.9% | +24.8% | +26.0% |
| 1Y | +31.9% | +5.7% | +26.2% | +26.5% |
| 3Y | +209.9% | +52.5% | +157.4% | +129.0% |
| 5Y | +226.5% | +77.3% | +149.2% | +113.2% |
| 10Y | +455.3% | +186.8% | +268.5% | +182.5% |
| All | +455.3% | +184.0% | +271.3% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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