+455.3%
WELL vs STT
+211.9%
+243.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.3% | -0.2% |
| 7D | +3.5% | +0.9% | +2.6% | +3.1% |
| 30D | +9.7% | -2.3% | +12.0% | +10.5% |
| 3M | +4.8% | -7.0% | +11.8% | +7.3% |
| 6M | +16.1% | +15.5% | +0.6% | +9.2% |
| YTD | +34.7% | +35.6% | -0.9% | +18.3% |
| 1Y | +31.9% | +47.9% | -15.9% | +11.9% |
| 3Y | +209.9% | +181.1% | +28.8% | +97.7% |
| 5Y | +226.5% | +108.2% | +118.3% | +126.9% |
| 10Y | +455.3% | +201.0% | +254.3% | +207.5% |
| All | +455.3% | +211.9% | +243.4% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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