+349.9%
WELL vs SRE
+124.1%
+225.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.7% |
| 7D | -2.2% | -0.7% | -1.6% | -1.8% |
| 30D | +4.7% | -1.7% | +6.4% | +5.5% |
| 3M | +11.9% | -7.1% | +19.0% | +16.7% |
| 6M | +14.3% | -8.4% | +22.7% | +20.3% |
| YTD | +28.4% | -3.5% | +31.9% | +30.4% |
| 1Y | +42.3% | +5.4% | +36.9% | +36.1% |
| 3Y | +202.6% | +29.5% | +173.0% | +135.7% |
| 5Y | +206.5% | +48.3% | +158.2% | +110.3% |
| All | +349.9% | +124.1% | +225.9% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling