+10,158.6%
WELL vs STZ
+9,621.1%
+537.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -1.9% |
| 7D | -0.8% | -1.9% | +1.1% | -0.4% |
| 30D | -0.1% | -1.9% | +1.8% | +0.2% |
| 3M | +18.0% | -6.2% | +24.3% | +19.4% |
| 6M | +15.0% | -14.0% | +29.0% | +18.2% |
| YTD | +28.6% | -5.1% | +33.7% | +29.1% |
| 1Y | +42.9% | -9.6% | +52.5% | +44.5% |
| 3Y | +203.0% | -47.2% | +250.3% | +238.5% |
| 5Y | +206.9% | -33.6% | +240.5% | +226.1% |
| 10Y | +339.5% | -9.8% | +349.2% | +341.3% |
| All | +10,158.6% | +9,621.1% | +537.5% | +6,939.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling