+811.4%
SPYM vs WELL
+1,711.6%
-900.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +2.6% | +0.1% | +2.4% | +2.5% |
| 30D | -2.0% | +5.7% | -7.7% | -3.7% |
| 3M | -2.8% | +4.6% | -7.4% | -4.3% |
| 6M | +2.2% | +11.9% | -9.7% | -1.9% |
| YTD | +11.5% | +33.6% | -22.0% | +1.2% |
| 1Y | +13.5% | +29.8% | -16.3% | +3.8% |
| 3Y | +78.0% | +202.2% | -124.1% | +24.3% |
| 5Y | +73.1% | +223.2% | -150.1% | +16.9% |
| 10Y | +310.9% | +461.7% | -150.8% | +113.5% |
| All | +811.4% | +1,711.6% | -900.2% | +202.6% |
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