+1,500.3%
WELL vs SPXS
-100.0%
+1,600.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.2% |
| 7D | +0.1% | -7.5% | +7.6% | -2.2% |
| 30D | +5.7% | +5.3% | +0.3% | +7.8% |
| 3M | +4.6% | +9.7% | -5.1% | +8.3% |
| 6M | +11.9% | -4.6% | +16.4% | +11.0% |
| YTD | +33.6% | -25.8% | +59.4% | +23.5% |
| 1Y | +29.8% | -28.8% | +58.5% | +18.6% |
| 3Y | +202.2% | -80.2% | +282.3% | +94.4% |
| 5Y | +223.2% | -83.2% | +306.4% | +125.5% |
| 10Y | +461.7% | -99.5% | +561.2% | +66.6% |
| All | +1,500.3% | -100.0% | +1,600.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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