+473.8%
WELL vs SO
+188.2%
+285.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +3.0% | -0.1% | +3.2% | +3.1% |
| 30D | +10.2% | +8.7% | +1.5% | +4.3% |
| 3M | +6.1% | +3.4% | +2.8% | +3.6% |
| 6M | +16.6% | +3.7% | +12.9% | +13.7% |
| YTD | +35.3% | +10.0% | +25.3% | +26.5% |
| 1Y | +31.5% | +6.6% | +24.9% | +25.4% |
| 3Y | +206.5% | +52.5% | +154.0% | +126.6% |
| 5Y | +222.0% | +76.1% | +145.9% | +111.4% |
| 10Y | +473.8% | +194.9% | +278.9% | +189.4% |
| All | +473.8% | +188.2% | +285.6% | +189.4% |
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