+212.9%
WELL vs STLD
+292.4%
-79.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.9% |
| 7D | -0.8% | +3.1% | -3.9% | -1.1% |
| 30D | -0.1% | -9.0% | +8.9% | +0.7% |
| 3M | +18.0% | -12.4% | +30.4% | +19.3% |
| 6M | +15.0% | +25.5% | -10.5% | +11.7% |
| YTD | +28.6% | +43.6% | -15.0% | +23.0% |
| 1Y | +42.9% | +87.2% | -44.3% | +32.2% |
| 3Y | +203.0% | +135.2% | +67.8% | +165.2% |
| All | +212.9% | +292.4% | -79.5% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling