+468.3%
WELL vs STRL
+4,073.8%
-3,605.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.1% | -0.7% |
| 7D | +0.1% | +7.1% | -7.0% | -1.0% |
| 30D | +7.8% | -39.4% | +47.2% | +13.7% |
| 3M | +10.2% | -43.0% | +53.2% | +16.7% |
| 6M | +16.4% | -65.0% | +81.4% | +29.4% |
| YTD | +35.2% | -0.8% | +35.9% | +22.9% |
| 1Y | +30.5% | -20.3% | +50.8% | +22.5% |
| 3Y | +206.1% | +356.5% | -150.4% | +86.9% |
| 5Y | +228.3% | +952.8% | -724.6% | +58.0% |
| 10Y | +468.3% | +3,877.1% | -3,408.8% | +99.5% |
| All | +468.3% | +4,073.8% | -3,605.4% | +99.5% |
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