+88.9%
SMR vs WELL
+204.7%
-115.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.5% | +14.8% | +15.2% |
| 7D | +21.4% | -1.3% | +22.7% | +21.7% |
| 30D | +13.8% | +0.5% | +13.3% | +13.7% |
| 3M | +3.9% | +19.1% | -15.2% | -2.1% |
| 6M | -4.2% | +17.0% | -21.2% | -9.8% |
| YTD | -21.1% | +29.2% | -50.3% | -29.8% |
| 1Y | -67.1% | +42.1% | -109.2% | -72.7% |
| 3Y | +88.9% | +204.5% | -115.7% | -14.3% |
| All | +88.9% | +204.7% | -115.9% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling