+471.8%
WELL vs STRL
+3,927.3%
-3,455.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.7% | -19.8% | +22.5% | +4.8% |
| 30D | +9.8% | -43.6% | +53.4% | +16.9% |
| 3M | +5.8% | -45.2% | +51.0% | +12.6% |
| 6M | +16.2% | -65.7% | +81.9% | +29.5% |
| YTD | +34.9% | -5.4% | +40.3% | +23.4% |
| 1Y | +31.0% | -24.7% | +55.7% | +24.0% |
| 3Y | +205.4% | +335.0% | -129.6% | +87.7% |
| 5Y | +220.8% | +915.3% | -694.4% | +55.0% |
| 10Y | +471.8% | +3,877.5% | -3,405.6% | +100.8% |
| All | +471.8% | +3,927.3% | -3,455.4% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling