+2,016.3%
STM vs WELL
+8,583.4%
-6,567.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +1.4% | +0.1% | +1.4% | +1.5% |
| 30D | -8.4% | +7.8% | -16.1% | -11.5% |
| 3M | -15.8% | +10.2% | -26.0% | -19.6% |
| 6M | -22.8% | +16.4% | -39.2% | -29.0% |
| YTD | +79.4% | +35.2% | +44.2% | +54.8% |
| 1Y | +97.0% | +30.5% | +66.5% | +72.2% |
| 3Y | +14.2% | +206.1% | -191.9% | -32.1% |
| 5Y | -4.5% | +228.3% | -232.7% | -45.5% |
| 10Y | +463.1% | +468.3% | -5.2% | +121.9% |
| All | +2,016.3% | +8,583.4% | -6,567.0% | +220.4% |
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