+14,152.3%
WELL vs STRL
+10,012.8%
+4,139.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.6% | -0.3% |
| 7D | +4.4% | -26.9% | +31.3% | +5.6% |
| 30D | +10.8% | -52.7% | +63.5% | +13.9% |
| 3M | +4.2% | -52.8% | +57.0% | +7.0% |
| 6M | +14.0% | -71.5% | +85.5% | +18.9% |
| YTD | +33.4% | -17.4% | +50.9% | +32.0% |
| 1Y | +32.4% | -35.0% | +67.4% | +32.2% |
| 3Y | +194.7% | +239.2% | -44.5% | +170.2% |
| 5Y | +226.5% | +830.2% | -603.7% | +185.4% |
| 10Y | +429.8% | +3,574.7% | -3,144.9% | +336.1% |
| All | +14,152.3% | +10,012.8% | +4,139.5% | +11,433.1% |
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 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