+5,567.1%
WELL vs SPYG
+528.0%
+5,039.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | +0.1% | +2.3% | -2.2% | -1.2% |
| 30D | +5.7% | -6.5% | +12.1% | +9.4% |
| 3M | +4.6% | -6.8% | +11.5% | +8.4% |
| 6M | +11.9% | -3.1% | +15.0% | +12.4% |
| YTD | +33.6% | +8.0% | +25.6% | +25.3% |
| 1Y | +29.8% | +10.2% | +19.5% | +20.1% |
| 3Y | +202.2% | +91.0% | +111.2% | +94.2% |
| 5Y | +223.2% | +67.7% | +155.5% | +120.4% |
| 10Y | +461.7% | +393.9% | +67.8% | +100.1% |
| All | +5,567.1% | +528.0% | +5,039.1% | +1,109.1% |
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