+450.0%
WELL vs STZ
+9.8%
+440.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.6% |
| 7D | +4.4% | +4.9% | -0.5% | +2.2% |
| 30D | +10.8% | +20.9% | -10.1% | +1.8% |
| 3M | +4.2% | +8.0% | -3.8% | +0.2% |
| 6M | +14.0% | -5.3% | +19.3% | +15.7% |
| YTD | +33.4% | +5.9% | +27.5% | +26.7% |
| 1Y | +32.4% | +14.2% | +18.2% | +20.8% |
| 3Y | +194.7% | -37.0% | +231.7% | +248.1% |
| 5Y | +226.5% | -29.7% | +256.2% | +254.8% |
| All | +450.0% | +9.8% | +440.2% | +401.2% |
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