+194.7%
WELL vs SIMO
+214.6%
-19.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.3% | -0.1% |
| 7D | +4.4% | -22.0% | +26.4% | +4.1% |
| 30D | +10.8% | -43.0% | +53.9% | +10.4% |
| 3M | +4.2% | -39.1% | +43.3% | +3.8% |
| 6M | +14.0% | -33.3% | +47.3% | +13.1% |
| YTD | +33.4% | +77.0% | -43.5% | +27.7% |
| 1Y | +32.4% | +73.0% | -40.6% | +26.8% |
| 3Y | +194.7% | +215.7% | -21.0% | +160.9% |
| All | +194.7% | +214.6% | -19.8% | +160.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling