+443.3%
WELL vs SPY
+308.5%
+134.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +0.1% | +3.3% | -3.2% | -2.5% |
| 30D | +6.8% | -2.7% | +9.5% | +8.9% |
| 3M | +6.7% | -1.7% | +8.5% | +7.9% |
| 6M | +13.8% | +3.1% | +10.7% | +10.0% |
| YTD | +33.8% | +11.9% | +21.9% | +20.3% |
| 1Y | +29.6% | +12.0% | +17.6% | +16.3% |
| 3Y | +203.1% | +78.2% | +124.9% | +73.5% |
| 5Y | +223.8% | +73.2% | +150.6% | +88.4% |
| All | +443.3% | +308.5% | +134.8% | +71.7% |
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