+4,869.9%
WELL vs SRE
+1,440.5%
+3,429.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.4% |
| 7D | +0.1% | -1.1% | +1.2% | +0.6% |
| 30D | +6.8% | -4.1% | +10.9% | +8.7% |
| 3M | +6.7% | -7.3% | +14.0% | +10.1% |
| 6M | +13.8% | -14.1% | +27.9% | +21.6% |
| YTD | +33.8% | -8.5% | +42.4% | +38.7% |
| 1Y | +29.6% | -12.0% | +41.6% | +36.7% |
| 3Y | +203.1% | +23.4% | +179.7% | +163.7% |
| 5Y | +223.8% | +51.3% | +172.5% | +154.4% |
| 10Y | +462.8% | +126.3% | +336.5% | +285.6% |
| All | +4,869.9% | +1,440.5% | +3,429.4% | +1,986.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling