+442.3%
WELL vs SM
+18.0%
+424.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.1% | +9.4% | -9.3% | -0.9% |
| 30D | +5.7% | -14.4% | +20.0% | +7.1% |
| 3M | +4.6% | +1.6% | +3.1% | +3.8% |
| 6M | +11.9% | +6.3% | +5.5% | +9.8% |
| YTD | +33.6% | +78.8% | -45.2% | +22.4% |
| 1Y | +29.8% | +83.1% | -53.4% | +18.4% |
| 3Y | +202.2% | -5.9% | +208.1% | +189.5% |
| 5Y | +223.2% | +4.8% | +218.4% | +193.5% |
| All | +442.3% | +18.0% | +424.3% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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