+19,368.3%
WELL vs SO
+6,268.1%
+13,100.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | +4.4% | -1.5% | +5.9% | +5.1% |
| 30D | +10.8% | +8.1% | +2.7% | +7.1% |
| 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% | +28.6% |
| 1Y | +32.4% | +4.9% | +27.5% | +29.4% |
| 3Y | +194.7% | +47.9% | +146.8% | +148.0% |
| 5Y | +226.5% | +75.7% | +150.8% | +154.6% |
| 10Y | +429.8% | +178.0% | +251.8% | +256.1% |
| All | +19,368.3% | +6,268.1% | +13,100.2% | +8,075.0% |
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 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