+448.7%
WELL vs STLA
+3.2%
+445.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.5% |
| 7D | +0.1% | -11.6% | +11.7% | +2.3% |
| 30D | +7.8% | -6.2% | +13.9% | +8.7% |
| 3M | +10.2% | -24.6% | +34.8% | +15.3% |
| 6M | +16.4% | -44.9% | +61.3% | +28.6% |
| YTD | +35.2% | -62.3% | +97.4% | +58.9% |
| 1Y | +30.5% | -61.8% | +92.3% | +52.6% |
| 3Y | +206.1% | -75.3% | +281.4% | +280.4% |
| 5Y | +228.3% | -72.5% | +300.8% | +283.3% |
| All | +448.7% | +3.2% | +445.5% | +398.8% |
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