+194.7%
WELL vs STT
+165.4%
+29.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +4.4% | -2.5% | +6.9% | +4.8% |
| 30D | +10.8% | -5.0% | +15.8% | +11.5% |
| 3M | +4.2% | -10.5% | +14.7% | +5.7% |
| 6M | +14.0% | +10.0% | +4.0% | +12.2% |
| YTD | +33.4% | +30.7% | +2.7% | +27.3% |
| 1Y | +32.4% | +43.8% | -11.4% | +23.8% |
| 3Y | +194.7% | +168.1% | +26.7% | +130.1% |
| All | +194.7% | +165.4% | +29.4% | +130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling