+815.1%
SPYM vs WELL
+1,715.1%
-900.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +3.3% | +0.1% | +3.1% | +3.2% |
| 30D | -2.6% | +6.8% | -9.4% | -4.6% |
| 3M | -1.7% | +6.7% | -8.5% | -3.8% |
| 6M | +3.1% | +13.8% | -10.7% | -1.5% |
| YTD | +12.0% | +33.8% | -21.9% | +1.6% |
| 1Y | +12.1% | +29.6% | -17.5% | +2.6% |
| 3Y | +78.5% | +203.1% | -124.5% | +24.6% |
| 5Y | +73.8% | +223.8% | -150.0% | +17.3% |
| 10Y | +312.5% | +462.8% | -150.2% | +114.3% |
| All | +815.1% | +1,715.1% | -900.0% | +203.7% |
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