+42.9%
WELL vs STZ
-10.2%
+53.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -2.0% |
| 7D | -0.8% | -1.9% | +1.1% | -0.7% |
| 30D | -0.1% | -1.9% | +1.8% | 0.0% |
| 3M | +18.0% | -6.2% | +24.3% | +18.6% |
| 6M | +15.0% | -14.0% | +29.0% | +15.9% |
| YTD | +28.6% | -5.1% | +33.7% | +30.0% |
| 1Y | +42.9% | -9.6% | +52.5% | +42.4% |
| All | +42.9% | -10.2% | +53.1% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling