+455.3%
WELL vs SIMO
+436.4%
+18.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.6% |
| 7D | +3.5% | -8.2% | +11.7% | +3.9% |
| 30D | +9.7% | -34.6% | +44.3% | +12.5% |
| 3M | +4.8% | -32.6% | +37.4% | +6.7% |
| 6M | +16.1% | -31.8% | +47.9% | +16.4% |
| YTD | +34.7% | +87.6% | -52.9% | +18.8% |
| 1Y | +31.9% | +86.7% | -54.7% | +16.3% |
| 3Y | +209.9% | +227.4% | -17.6% | +147.9% |
| 5Y | +226.5% | +173.0% | +53.5% | +160.4% |
| 10Y | +455.3% | +409.6% | +45.6% | +281.8% |
| All | +455.3% | +436.4% | +18.9% | +281.8% |
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