+225.9%
WELL vs STLA
-74.6%
+300.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +0.1% | -13.8% | +13.9% | +1.2% |
| 30D | +5.7% | -10.5% | +16.2% | +6.4% |
| 3M | +4.6% | -28.9% | +33.5% | +7.1% |
| 6M | +11.9% | -49.7% | +61.6% | +17.8% |
| YTD | +33.6% | -64.9% | +98.5% | +44.8% |
| 1Y | +29.8% | -64.0% | +93.8% | +40.1% |
| 3Y | +202.2% | -77.4% | +279.6% | +242.2% |
| All | +225.9% | -74.6% | +300.5% | +260.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling