+337.6%
WELL vs SPY
+311.3%
+26.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.9% |
| 7D | -1.3% | +0.5% | -1.9% | -1.8% |
| 30D | +0.5% | -0.9% | +1.5% | +1.3% |
| 3M | +19.1% | +3.9% | +15.2% | +14.9% |
| 6M | +17.0% | +14.5% | +2.4% | +3.7% |
| YTD | +29.2% | +12.9% | +16.3% | +15.6% |
| 1Y | +42.1% | +19.4% | +22.8% | +21.0% |
| 3Y | +204.5% | +78.5% | +126.1% | +74.9% |
| 5Y | +211.0% | +81.8% | +129.2% | +72.3% |
| 10Y | +337.6% | +311.5% | +26.1% | +24.3% |
| All | +337.6% | +311.3% | +26.3% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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