+19,368.3%
WELL vs STT
+6,268.9%
+13,099.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +4.4% | -2.5% | +6.9% | +5.1% |
| 30D | +10.8% | -5.0% | +15.8% | +12.2% |
| 3M | +4.2% | -10.5% | +14.7% | +7.1% |
| 6M | +14.0% | +10.0% | +4.0% | +10.7% |
| YTD | +33.4% | +30.7% | +2.7% | +23.0% |
| 1Y | +32.4% | +43.8% | -11.4% | +18.9% |
| 3Y | +194.7% | +168.1% | +26.7% | +120.5% |
| 5Y | +226.5% | +101.4% | +125.1% | +157.6% |
| 10Y | +429.8% | +211.3% | +218.5% | +261.6% |
| All | +19,368.3% | +6,268.9% | +13,099.4% | +8,461.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling