+392.6%
STM vs WELL
+423.1%
-30.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | -10.7% | +4.4% | -15.2% | -12.0% |
| 30D | -25.7% | +10.8% | -36.5% | -28.4% |
| 3M | -21.6% | +4.2% | -25.8% | -23.0% |
| 6M | -27.8% | +14.0% | -41.8% | -31.9% |
| YTD | +61.8% | +33.4% | +28.3% | +44.4% |
| 1Y | +78.1% | +32.4% | +45.7% | +59.1% |
| 3Y | +4.9% | +194.7% | -189.8% | -30.7% |
| 5Y | -14.3% | +226.5% | -240.7% | -46.0% |
| All | +392.6% | +423.1% | -30.5% | +155.3% |
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