+198.7%
WELL vs SPYG
+98.4%
+100.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.1% | +0.3% | -1.5% | -1.2% |
| 30D | +0.7% | -1.7% | +2.4% | +1.0% |
| 3M | +14.5% | +3.6% | +10.9% | +13.7% |
| 6M | +14.4% | +16.6% | -2.2% | +10.3% |
| YTD | +28.5% | +13.4% | +15.1% | +24.5% |
| 1Y | +41.8% | +19.6% | +22.2% | +35.4% |
| All | +198.7% | +98.4% | +100.3% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling