+471.8%
WELL vs SPG
+117.2%
+354.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +2.7% | +5.6% | -2.9% | -0.5% |
| 30D | +9.8% | +17.6% | -7.7% | +0.1% |
| 3M | +5.8% | +7.5% | -1.7% | +1.4% |
| 6M | +16.2% | +18.5% | -2.3% | +5.3% |
| YTD | +34.9% | +30.9% | +3.9% | +15.1% |
| 1Y | +31.0% | +34.1% | -3.1% | +10.2% |
| 3Y | +205.4% | +135.5% | +69.9% | +79.5% |
| 5Y | +220.8% | +86.5% | +134.3% | +111.3% |
| 10Y | +471.8% | +116.1% | +355.7% | +201.4% |
| All | +471.8% | +117.2% | +354.6% | +201.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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