+5,501.8%
WELL vs STLD
+8,684.3%
-3,182.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.7% |
| 7D | -0.8% | +3.1% | -3.9% | -1.4% |
| 30D | -0.1% | -9.0% | +8.9% | +1.6% |
| 3M | +18.0% | -12.4% | +30.4% | +20.5% |
| 6M | +15.0% | +25.5% | -10.5% | +9.0% |
| YTD | +28.6% | +43.6% | -15.0% | +18.4% |
| 1Y | +42.9% | +87.2% | -44.3% | +24.3% |
| 3Y | +203.0% | +135.2% | +67.8% | +145.6% |
| 5Y | +206.9% | +290.9% | -84.0% | +117.3% |
| 10Y | +339.5% | +1,113.5% | -774.0% | +137.6% |
| All | +5,501.8% | +8,684.3% | -3,182.5% | +1,886.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling