+223.8%
WELL vs SIMO
+184.2%
+39.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.9% |
| 7D | +0.1% | +14.9% | -14.7% | -0.1% |
| 30D | +6.8% | -27.0% | +33.8% | +7.4% |
| 3M | +6.7% | -25.4% | +32.1% | +7.1% |
| 6M | +13.8% | -30.3% | +44.1% | +13.6% |
| YTD | +33.8% | +95.8% | -61.9% | +24.1% |
| 1Y | +29.6% | +100.0% | -70.4% | +19.9% |
| 3Y | +203.1% | +238.3% | -35.2% | +163.4% |
| 5Y | +223.8% | +187.6% | +36.3% | +178.9% |
| All | +223.8% | +184.2% | +39.7% | +178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling