+228.3%
WELL vs SPYG
+71.0%
+157.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | +0.1% | -1.5% | +1.6% | +0.5% |
| 30D | +7.8% | -7.2% | +15.0% | +10.0% |
| 3M | +10.2% | -4.6% | +14.9% | +11.6% |
| 6M | +16.4% | -1.2% | +17.6% | +16.0% |
| YTD | +35.2% | +9.3% | +25.9% | +29.6% |
| 1Y | +30.5% | +8.8% | +21.6% | +25.2% |
| 3Y | +206.1% | +93.3% | +112.8% | +123.8% |
| 5Y | +228.3% | +71.7% | +156.6% | +144.8% |
| All | +228.3% | +71.0% | +157.3% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling