+13,638.1%
WELL vs STRL
+19,359.6%
-5,721.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.8% | -7.8% | -2.3% |
| 7D | -0.8% | +3.4% | -4.2% | -1.0% |
| 30D | -0.1% | -9.2% | +9.2% | +0.3% |
| 3M | +18.0% | -51.0% | +69.1% | +21.0% |
| 6M | +15.0% | +15.8% | -0.8% | +12.8% |
| YTD | +28.6% | +58.9% | -30.3% | +24.3% |
| 1Y | +42.9% | +68.5% | -25.6% | +37.4% |
| 3Y | +203.0% | +485.2% | -282.2% | +172.5% |
| 5Y | +206.9% | +2,005.1% | -1,798.2% | +160.3% |
| 10Y | +339.5% | +7,118.0% | -6,778.5% | +253.0% |
| All | +13,638.1% | +19,359.6% | -5,721.5% | +10,760.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling