+5,721.4%
WELL vs STLD
+7,971.8%
-2,250.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.6% | +6.6% | +0.4% |
| 7D | +5.3% | -12.5% | +17.7% | +7.9% |
| 30D | +8.7% | -6.8% | +15.5% | +10.0% |
| 3M | +3.8% | -16.4% | +20.2% | +6.9% |
| 6M | +15.4% | -6.1% | +21.5% | +15.6% |
| YTD | +33.7% | +32.0% | +1.7% | +24.7% |
| 1Y | +33.6% | +45.5% | -11.9% | +22.1% |
| 3Y | +194.2% | +106.5% | +87.7% | +144.1% |
| 5Y | +227.0% | +267.2% | -40.2% | +134.4% |
| 10Y | +430.7% | +878.9% | -448.1% | +197.7% |
| All | +5,721.4% | +7,971.8% | -2,250.4% | +1,992.0% |
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 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