-5.4%
STM vs WELL
+225.4%
-230.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +16.3% | +0.1% | +16.2% | +16.3% |
| 30D | -6.3% | +6.8% | -13.1% | -8.3% |
| 3M | -14.1% | +6.7% | -20.8% | -16.1% |
| 6M | -19.6% | +13.8% | -33.4% | -24.0% |
| YTD | +80.1% | +33.8% | +46.3% | +59.1% |
| 1Y | +95.4% | +29.6% | +65.7% | +74.4% |
| 3Y | +14.7% | +203.1% | -188.4% | -33.8% |
| 5Y | -5.4% | +223.8% | -229.2% | -47.7% |
| All | -5.4% | +225.4% | -230.8% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling