+82.3%
SPYM vs WELL
+215.5%
-133.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.7% |
| 7D | +0.6% | -1.3% | +1.9% | +0.9% |
| 30D | -0.9% | +0.5% | -1.4% | -1.1% |
| 3M | +3.9% | +19.1% | -15.2% | -1.2% |
| 6M | +14.5% | +17.0% | -2.4% | +9.1% |
| YTD | +13.0% | +29.2% | -16.2% | +4.4% |
| 1Y | +19.4% | +42.1% | -22.7% | +6.8% |
| 3Y | +78.9% | +204.5% | -125.7% | +23.0% |
| 5Y | +82.3% | +211.0% | -128.6% | +23.5% |
| All | +82.3% | +215.5% | -133.2% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling