+1,031.7%
WELL vs STLA
+189.9%
+841.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +4.4% | -4.5% | +9.0% | +5.0% |
| 30D | +10.8% | -3.9% | +14.7% | +11.1% |
| 3M | +4.2% | -20.2% | +24.4% | +6.6% |
| 6M | +14.0% | -42.2% | +56.2% | +21.0% |
| YTD | +33.4% | -59.3% | +92.7% | +46.7% |
| 1Y | +32.4% | -56.1% | +88.5% | +43.8% |
| 3Y | +194.7% | -73.7% | +268.4% | +235.0% |
| 5Y | +226.5% | -70.3% | +296.7% | +258.5% |
| 10Y | +429.8% | +23.1% | +406.8% | +395.3% |
| All | +1,031.7% | +189.9% | +841.9% | +956.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling