+8,920.1%
WELL vs SPY
+2,954.7%
+5,965.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | +4.4% | -2.7% | +7.1% | +6.4% |
| 30D | +10.8% | -5.4% | +16.2% | +15.0% |
| 3M | +4.2% | -4.1% | +8.3% | +7.0% |
| 6M | +14.0% | +0.7% | +13.3% | +12.6% |
| YTD | +33.4% | +8.7% | +24.8% | +24.6% |
| 1Y | +32.4% | +10.9% | +21.5% | +21.7% |
| 3Y | +194.7% | +75.0% | +119.7% | +91.8% |
| 5Y | +226.5% | +67.8% | +158.7% | +116.9% |
| 10Y | +429.8% | +312.9% | +117.0% | +94.8% |
| All | +8,920.1% | +2,954.7% | +5,965.4% | +1,356.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling