+29.8%
WELL vs SPYG
+8.5%
+21.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.3% |
| 7D | +0.1% | +2.3% | -2.2% | +0.4% |
| 30D | +5.7% | -6.5% | +12.1% | +4.7% |
| 3M | +4.6% | -6.8% | +11.5% | +3.7% |
| 6M | +11.9% | -3.1% | +15.0% | +11.5% |
| YTD | +33.6% | +8.0% | +25.6% | +29.0% |
| 1Y | +29.8% | +10.2% | +19.5% | +25.2% |
| All | +29.8% | +8.5% | +21.3% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling