+455.3%
WELL vs SM
+4.9%
+450.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.3% |
| 7D | +3.5% | -22.3% | +25.8% | +6.2% |
| 30D | +9.7% | -21.4% | +31.1% | +12.3% |
| 3M | +4.8% | +1.4% | +3.4% | +4.0% |
| 6M | +16.1% | +0.1% | +16.0% | +14.7% |
| YTD | +34.7% | +59.0% | -24.3% | +25.1% |
| 1Y | +31.9% | +64.3% | -32.4% | +21.9% |
| 3Y | +209.9% | -13.1% | +223.0% | +199.5% |
| 5Y | +226.5% | -13.9% | +240.4% | +203.3% |
| 10Y | +455.3% | +1.7% | +453.6% | +191.8% |
| All | +455.3% | +4.9% | +450.3% | +191.8% |
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