+194.7%
WELL vs SO
+45.4%
+149.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.4% |
| 7D | +4.4% | -1.5% | +5.9% | +5.2% |
| 30D | +10.8% | +8.1% | +2.7% | +6.3% |
| 3M | +4.2% | +0.2% | +4.0% | +4.0% |
| 6M | +14.0% | +0.4% | +13.6% | +13.8% |
| YTD | +33.4% | +8.5% | +24.9% | +28.0% |
| 1Y | +32.4% | +4.9% | +27.5% | +29.1% |
| 3Y | +194.7% | +47.9% | +146.8% | +142.0% |
| All | +194.7% | +45.4% | +149.3% | +142.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling