+8,594.7%
WELL vs SPY
+3,091.8%
+5,502.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -0.1% | +0.1% | -0.1% | -0.1% |
| 3M | +18.0% | +2.0% | +16.0% | +15.9% |
| 6M | +15.0% | +13.0% | +2.0% | +4.9% |
| YTD | +28.6% | +13.5% | +15.1% | +16.7% |
| 1Y | +42.9% | +20.0% | +23.0% | +24.5% |
| 3Y | +203.0% | +77.2% | +125.8% | +96.2% |
| 5Y | +206.9% | +81.9% | +125.0% | +92.8% |
| 10Y | +339.5% | +314.1% | +25.4% | +61.5% |
| All | +8,594.7% | +3,091.8% | +5,502.9% | +1,264.8% |
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