+455.3%
WELL vs STRL
+4,310.8%
-3,855.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +15.0% | -14.0% | -0.9% |
| 7D | +3.5% | -13.3% | +16.8% | +4.6% |
| 30D | +9.7% | -43.3% | +53.0% | +16.7% |
| 3M | +4.8% | -46.9% | +51.7% | +12.0% |
| 6M | +16.1% | -65.6% | +81.7% | +29.3% |
| YTD | +34.7% | -5.1% | +39.8% | +23.2% |
| 1Y | +31.9% | -23.1% | +55.0% | +24.4% |
| 3Y | +209.9% | +346.8% | -137.0% | +89.5% |
| 5Y | +226.5% | +907.2% | -680.6% | +58.3% |
| 10Y | +455.3% | +3,988.2% | -3,532.9% | +97.0% |
| All | +455.3% | +4,310.8% | -3,855.5% | +97.0% |
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