+225.8%
WELL vs STRL
+779.4%
-553.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.6% | -0.3% |
| 7D | +4.4% | -26.9% | +31.3% | +5.8% |
| 30D | +10.8% | -52.7% | +63.5% | +14.7% |
| 3M | +4.2% | -52.8% | +57.0% | +7.8% |
| 6M | +14.0% | -71.5% | +85.5% | +20.7% |
| YTD | +33.4% | -17.4% | +50.9% | +26.8% |
| 1Y | +32.4% | -35.0% | +67.4% | +28.5% |
| 3Y | +194.7% | +239.2% | -44.5% | +114.0% |
| All | +225.8% | +779.4% | -553.5% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling