+337.6%
WELL vs STT
+264.2%
+73.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -1.3% | +2.2% | -3.5% | -2.1% |
| 30D | +0.5% | +3.9% | -3.4% | -1.0% |
| 3M | +19.1% | +19.2% | -0.1% | +11.2% |
| 6M | +17.0% | +60.4% | -43.4% | -2.6% |
| YTD | +29.2% | +51.5% | -22.3% | +9.4% |
| 1Y | +42.1% | +76.3% | -34.1% | +13.0% |
| 3Y | +204.5% | +200.7% | +3.8% | +91.1% |
| 5Y | +211.0% | +157.5% | +53.5% | +98.4% |
| 10Y | +337.6% | +262.0% | +75.6% | +125.6% |
| All | +337.6% | +264.2% | +73.5% | +125.6% |
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