+421.9%
WELL vs SW
+185.4%
+236.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | +5.3% | +4.7% | +0.6% | +5.0% |
| 30D | +8.7% | +5.0% | +3.7% | +8.4% |
| 3M | +3.8% | -7.3% | +11.2% | +4.1% |
| 6M | +15.4% | +15.0% | +0.4% | +14.4% |
| YTD | +33.7% | +18.5% | +15.1% | +32.2% |
| 1Y | +33.6% | +27.1% | +6.5% | +31.7% |
| 3Y | +194.2% | +49.3% | +144.9% | +186.4% |
| 5Y | +227.0% | -1.6% | +228.7% | +220.0% |
| All | +421.9% | +185.4% | +236.6% | +382.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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