+469.0%
WELL vs SWKS
+35.1%
+433.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.0% | -3.1% | +6.2% | +3.7% |
| 30D | +10.2% | +8.3% | +1.9% | +8.4% |
| 3M | +6.1% | +20.2% | -14.1% | +1.2% |
| 6M | +16.6% | +24.9% | -8.3% | +8.8% |
| YTD | +35.3% | +33.2% | +2.2% | +23.2% |
| 1Y | +31.5% | +23.6% | +7.9% | +21.6% |
| 3Y | +206.5% | +1.3% | +205.2% | +180.8% |
| 5Y | +222.0% | -40.6% | +262.5% | +235.3% |
| All | +469.0% | +35.1% | +433.9% | +363.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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