+1,475.7%
SMH vs WELL
+463.2%
+1,012.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -13.8% | +5.7% | -19.5% | -15.2% |
| 3M | -17.4% | +4.6% | -22.0% | -18.6% |
| 6M | -15.0% | +11.9% | -26.8% | -18.3% |
| YTD | +35.2% | +33.6% | +1.6% | +23.2% |
| 1Y | +41.6% | +29.8% | +11.8% | +29.9% |
| 3Y | +215.6% | +202.2% | +13.5% | +123.0% |
| 5Y | +233.2% | +223.2% | +10.0% | +128.3% |
| All | +1,475.7% | +463.2% | +1,012.5% | +777.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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