+1.5%
SMR vs WELL
+214.1%
-212.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.5% |
| 7D | +4.7% | -2.2% | +7.0% | +5.3% |
| 30D | +3.2% | +4.7% | -1.4% | +2.2% |
| 3M | +9.9% | +11.9% | -2.0% | +5.8% |
| 6M | -15.1% | +14.3% | -29.4% | -19.4% |
| YTD | -27.9% | +28.4% | -56.3% | -34.8% |
| 1Y | -70.2% | +42.3% | -112.5% | -74.5% |
| 3Y | +72.5% | +202.6% | -130.1% | +7.8% |
| All | +1.5% | +214.1% | -212.6% | -42.7% |
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