+209.7%
WELL vs STT
+207.1%
+2.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | -0.1% | +3.9% | -3.9% | -0.7% |
| 3M | +18.0% | +20.0% | -1.9% | +14.5% |
| 6M | +15.0% | +55.3% | -40.3% | +6.5% |
| YTD | +28.6% | +53.3% | -24.7% | +19.0% |
| 1Y | +42.9% | +74.7% | -31.8% | +28.0% |
| All | +209.7% | +207.1% | +2.5% | +130.0% |
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