+1,087.8%
WELL vs SW
+743.1%
+344.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.1% | -1.2% | +2.7% |
| 7D | +9.2% | +12.1% | -2.9% | +8.8% |
| 30D | +10.6% | +6.6% | +4.1% | +10.4% |
| 3M | +7.5% | -6.0% | +13.5% | +7.6% |
| 6M | +15.0% | +21.5% | -6.4% | +14.3% |
| YTD | +35.0% | +20.3% | +14.7% | +34.2% |
| 1Y | +36.5% | +28.1% | +8.4% | +35.4% |
| 3Y | +197.3% | +51.6% | +145.7% | +193.1% |
| 5Y | +247.4% | -0.1% | +247.5% | +243.3% |
| 10Y | +436.3% | +189.7% | +246.5% | +423.9% |
| All | +1,087.8% | +743.1% | +344.8% | +1,075.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling