+209.9%
WELL vs STLD
+115.4%
+94.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +1.0% |
| 7D | +3.5% | -9.7% | +13.2% | +3.5% |
| 30D | +9.7% | -4.5% | +14.2% | +9.7% |
| 3M | +4.8% | -13.1% | +17.9% | +4.9% |
| 6M | +16.1% | -2.8% | +18.8% | +16.0% |
| YTD | +34.7% | +35.3% | -0.6% | +33.6% |
| 1Y | +31.9% | +51.4% | -19.4% | +30.5% |
| 3Y | +209.9% | +117.9% | +91.9% | +192.2% |
| All | +209.9% | +115.4% | +94.5% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 3y: compounded portfolio wealth divided by compounded STLD 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…
3y analysis · Full analysis span regression · 6 months rolling