+9,006.3%
WELL vs SPY
+3,027.0%
+5,979.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.7% |
| 7D | +3.5% | +0.1% | +3.4% | +3.3% |
| 30D | +9.7% | -3.3% | +13.0% | +12.1% |
| 3M | +4.8% | -2.4% | +7.2% | +6.3% |
| 6M | +16.1% | +2.6% | +13.5% | +13.2% |
| YTD | +34.7% | +11.2% | +23.5% | +23.7% |
| 1Y | +31.9% | +13.4% | +18.5% | +19.4% |
| 3Y | +209.9% | +79.9% | +130.0% | +97.7% |
| 5Y | +226.5% | +72.2% | +154.3% | +113.1% |
| 10Y | +455.3% | +307.3% | +147.9% | +105.9% |
| All | +9,006.3% | +3,027.0% | +5,979.3% | +1,346.3% |
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 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