+312.6%
SPYM vs WELL
+464.2%
-151.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +3.3% | +0.1% | +3.1% | +3.2% |
| 30D | -2.6% | +6.8% | -9.4% | -4.4% |
| 3M | -1.7% | +6.7% | -8.5% | -3.5% |
| 6M | +3.1% | +13.8% | -10.7% | -0.9% |
| YTD | +12.0% | +33.8% | -21.9% | +2.8% |
| 1Y | +12.1% | +29.6% | -17.5% | +3.7% |
| 3Y | +78.5% | +203.1% | -124.5% | +29.6% |
| 5Y | +73.8% | +223.8% | -150.0% | +22.4% |
| All | +312.6% | +464.2% | -151.6% | +151.2% |
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