+1,599.2%
WELL vs SIMO
+3,332.4%
-1,733.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.7% | -10.8% | -2.9% |
| 7D | -0.8% | +4.2% | -5.0% | -1.3% |
| 30D | -0.1% | +4.1% | -4.2% | -0.8% |
| 3M | +18.0% | -12.9% | +30.9% | +17.8% |
| 6M | +15.0% | +110.3% | -95.4% | +2.8% |
| YTD | +28.6% | +178.6% | -150.0% | +10.8% |
| 1Y | +42.9% | +220.0% | -177.1% | +20.7% |
| 3Y | +203.0% | +409.0% | -206.0% | +138.2% |
| 5Y | +206.9% | +277.3% | -70.4% | +144.1% |
| 10Y | +339.5% | +506.6% | -167.1% | +218.2% |
| All | +1,599.2% | +3,332.4% | -1,733.2% | +680.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling