+211.0%
WELL vs SRE
+51.2%
+159.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.3% |
| 7D | -1.3% | +1.4% | -2.8% | -1.9% |
| 30D | +0.5% | +1.9% | -1.4% | -0.5% |
| 3M | +19.1% | -3.3% | +22.4% | +20.5% |
| 6M | +17.0% | -6.4% | +23.4% | +20.1% |
| YTD | +29.2% | -1.8% | +31.0% | +29.9% |
| 1Y | +42.1% | +10.7% | +31.4% | +35.9% |
| 3Y | +204.5% | +31.8% | +172.8% | +153.2% |
| 5Y | +211.0% | +49.2% | +161.8% | +138.5% |
| All | +211.0% | +51.2% | +159.8% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling