+18,665.9%
WELL vs SO
+5,976.4%
+12,689.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | +18.0% | -3.0% | +21.1% | +19.7% |
| 6M | +15.0% | -8.3% | +23.2% | +19.4% |
| YTD | +28.6% | +3.5% | +25.1% | +26.6% |
| 1Y | +42.9% | -0.9% | +43.8% | +43.2% |
| 3Y | +203.0% | +45.4% | +157.7% | +157.0% |
| 5Y | +206.9% | +59.6% | +147.3% | +149.4% |
| 10Y | +339.5% | +156.6% | +182.9% | +204.9% |
| All | +18,665.9% | +5,976.4% | +12,689.5% | +7,946.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling