+97.4%
STM vs WELL
+43.5%
+53.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.4% |
| 7D | +5.2% | -1.3% | +6.5% | +5.0% |
| 30D | -7.4% | +0.5% | -7.9% | -7.2% |
| 3M | -30.6% | +19.1% | -49.7% | -31.6% |
| 6M | +66.4% | +17.0% | +49.4% | +64.5% |
| YTD | +101.1% | +29.2% | +71.9% | +99.6% |
| 1Y | +97.4% | +42.1% | +55.2% | +89.8% |
| All | +97.4% | +43.5% | +53.9% | +89.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling