+337.6%
WELL vs STZ
-14.3%
+351.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +2.9% |
| 7D | -1.3% | -7.4% | +6.1% | +2.0% |
| 30D | +0.5% | -10.9% | +11.4% | +5.5% |
| 3M | +19.1% | -13.4% | +32.5% | +26.2% |
| 6M | +17.0% | -16.2% | +33.2% | +25.1% |
| YTD | +29.2% | -10.4% | +39.6% | +32.5% |
| 1Y | +42.1% | -14.8% | +56.9% | +48.2% |
| 3Y | +204.5% | -50.1% | +254.7% | +302.9% |
| 5Y | +211.0% | -38.8% | +249.8% | +258.2% |
| 10Y | +337.6% | -14.1% | +351.7% | +322.6% |
| All | +337.6% | -14.3% | +351.9% | +322.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling