+443.3%
WELL vs SPYG
+397.7%
+45.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | +0.1% | +4.2% | -4.1% | -2.2% |
| 30D | +6.8% | -7.4% | +14.2% | +11.1% |
| 3M | +6.7% | -5.3% | +12.0% | +9.5% |
| 6M | +13.8% | -1.2% | +15.0% | +13.0% |
| YTD | +33.8% | +9.0% | +24.8% | +24.6% |
| 1Y | +29.6% | +8.8% | +20.8% | +20.6% |
| 3Y | +203.1% | +92.8% | +110.3% | +84.4% |
| 5Y | +223.8% | +69.3% | +154.6% | +113.7% |
| All | +443.3% | +397.7% | +45.6% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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