+18,665.9%
WELL vs STT
+7,372.9%
+11,292.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 3M | +18.0% | +20.0% | -1.9% | +12.2% |
| 6M | +15.0% | +55.3% | -40.3% | +1.7% |
| YTD | +28.6% | +53.3% | -24.7% | +13.8% |
| 1Y | +42.9% | +74.7% | -31.8% | +21.8% |
| 3Y | +203.0% | +205.8% | -2.8% | +119.1% |
| 5Y | +206.9% | +145.0% | +61.9% | +129.6% |
| 10Y | +339.5% | +266.0% | +73.5% | +187.4% |
| All | +18,665.9% | +7,372.9% | +11,292.9% | +7,817.7% |
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