+209.7%
WELL vs SO
+45.7%
+164.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -1.7% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -0.1% | -4.6% | +4.5% | +2.4% |
| 3M | +18.0% | -3.0% | +21.1% | +20.1% |
| 6M | +15.0% | -8.3% | +23.2% | +20.2% |
| YTD | +28.6% | +3.5% | +25.1% | +26.5% |
| 1Y | +42.9% | -0.9% | +43.8% | +43.4% |
| All | +209.7% | +45.7% | +164.0% | +154.7% |
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