+518.1%
WELL vs SYF
+297.3%
+220.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.8% |
| 7D | +2.7% | -4.2% | +6.9% | +4.1% |
| 30D | +9.8% | -1.1% | +10.9% | +10.1% |
| 3M | +5.8% | -7.9% | +13.6% | +8.3% |
| 6M | +16.2% | -1.1% | +17.3% | +15.5% |
| YTD | +34.9% | -12.6% | +47.5% | +38.4% |
| 1Y | +31.0% | -2.4% | +33.4% | +29.0% |
| 3Y | +205.4% | +156.6% | +48.8% | +94.1% |
| 5Y | +220.8% | +61.9% | +159.0% | +136.1% |
| 10Y | +471.8% | +186.5% | +285.4% | +180.3% |
| All | +518.1% | +297.3% | +220.8% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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