+212.9%
WELL vs STLA
-62.4%
+275.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.2% |
| 7D | -0.8% | +2.6% | -3.4% | -1.0% |
| 30D | -0.1% | -1.2% | +1.2% | 0.0% |
| 3M | +18.0% | -24.8% | +42.8% | +20.7% |
| 6M | +15.0% | -25.6% | +40.6% | +17.4% |
| YTD | +28.6% | -48.9% | +77.6% | +35.6% |
| 1Y | +42.9% | -38.8% | +81.7% | +46.5% |
| 3Y | +203.0% | -64.5% | +267.6% | +227.7% |
| All | +212.9% | -62.4% | +275.2% | +222.4% |
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 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