+5,356.1%
WELL vs SPYG
+564.9%
+4,791.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -0.1% | -0.4% | +0.4% | +0.2% |
| 3M | +18.0% | +0.5% | +17.5% | +16.8% |
| 6M | +15.0% | +17.5% | -2.5% | +3.4% |
| YTD | +28.6% | +14.3% | +14.3% | +17.3% |
| 1Y | +42.9% | +21.7% | +21.2% | +25.2% |
| 3Y | +203.0% | +98.6% | +104.4% | +91.5% |
| 5Y | +206.9% | +85.1% | +121.8% | +97.7% |
| 10Y | +339.5% | +412.0% | -72.6% | +54.2% |
| All | +5,356.1% | +564.9% | +4,791.2% | +1,031.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling