-3.6%
SMR vs WELL
+214.7%
-218.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.1% |
| 7D | +4.4% | -0.8% | +5.2% | +4.6% |
| 30D | +3.4% | -0.1% | +3.5% | +3.3% |
| 3M | -19.2% | +18.0% | -37.2% | -23.8% |
| 6M | -22.6% | +15.0% | -37.6% | -26.7% |
| YTD | -31.5% | +28.6% | -60.2% | -38.1% |
| 1Y | -73.1% | +42.9% | -116.0% | -76.9% |
| 3Y | +55.0% | +203.0% | -148.1% | -3.2% |
| All | -3.6% | +214.7% | -218.3% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling