+455.3%
WELL vs STLA
+21.0%
+434.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +3.5% | -6.4% | +9.8% | +4.7% |
| 30D | +9.7% | -1.3% | +11.0% | +9.7% |
| 3M | +4.8% | -19.9% | +24.7% | +8.4% |
| 6M | +16.1% | -42.9% | +59.0% | +27.3% |
| YTD | +34.7% | -59.4% | +94.1% | +55.7% |
| 1Y | +31.9% | -56.8% | +88.8% | +50.1% |
| 3Y | +209.9% | -73.1% | +282.9% | +276.5% |
| 5Y | +226.5% | -70.1% | +296.6% | +273.8% |
| 10Y | +455.3% | +19.8% | +435.5% | +451.4% |
| All | +455.3% | +21.0% | +434.3% | +451.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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