+443.3%
WELL vs SM
+18.2%
+425.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.1% | -1.6% |
| 7D | +0.1% | +10.6% | -10.5% | -1.0% |
| 30D | +6.8% | -15.0% | +21.8% | +8.4% |
| 3M | +6.7% | +1.7% | +5.1% | +5.9% |
| 6M | +13.8% | +5.9% | +7.9% | +11.8% |
| YTD | +33.8% | +79.0% | -45.2% | +22.6% |
| 1Y | +29.6% | +84.7% | -55.0% | +18.2% |
| 3Y | +203.1% | -3.5% | +206.5% | +189.4% |
| 5Y | +223.8% | +4.9% | +218.9% | +194.0% |
| All | +443.3% | +18.2% | +425.2% | +181.5% |
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