+349.9%
WELL vs SYY
+114.2%
+235.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | -2.2% | +1.5% | -3.8% | -3.1% |
| 30D | +4.7% | -2.3% | +7.0% | +6.1% |
| 3M | +11.9% | +5.5% | +6.4% | +8.3% |
| 6M | +14.3% | -1.0% | +15.3% | +13.2% |
| YTD | +28.4% | +14.1% | +14.2% | +15.7% |
| 1Y | +42.3% | +5.6% | +36.7% | +34.1% |
| 3Y | +202.6% | +27.9% | +174.7% | +145.0% |
| 5Y | +206.5% | +22.7% | +183.8% | +144.3% |
| All | +349.9% | +114.2% | +235.8% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SYY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling