+661.5%
STM vs WELL
+332.8%
+328.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +3.9% | +2.5% |
| 7D | +5.8% | -0.8% | +6.6% | +6.0% |
| 30D | -1.0% | -0.1% | -0.9% | -1.1% |
| 3M | -33.3% | +18.0% | -51.3% | -37.6% |
| 6M | +57.4% | +15.0% | +42.4% | +48.5% |
| YTD | +102.2% | +28.6% | +73.6% | +83.4% |
| 1Y | +99.6% | +42.9% | +56.7% | +74.0% |
| 3Y | +14.5% | +203.0% | -188.5% | -24.8% |
| 5Y | +21.4% | +206.9% | -185.5% | -21.7% |
| All | +661.5% | +332.8% | +328.8% | +315.7% |
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 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