+473.8%
WELL vs SIMO
+395.4%
+78.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.6% |
| 7D | +3.0% | -16.0% | +19.1% | +4.1% |
| 30D | +10.2% | -35.8% | +46.0% | +13.2% |
| 3M | +6.1% | -26.5% | +32.6% | +7.3% |
| 6M | +16.6% | -33.0% | +49.6% | +17.1% |
| YTD | +35.3% | +84.3% | -49.0% | +19.6% |
| 1Y | +31.5% | +82.0% | -50.5% | +16.2% |
| 3Y | +206.5% | +218.5% | -12.0% | +145.9% |
| 5Y | +222.0% | +175.0% | +46.9% | +156.2% |
| 10Y | +473.8% | +407.5% | +66.3% | +296.5% |
| All | +473.8% | +395.4% | +78.4% | +296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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