+30.9%
WELL vs SM
+62.4%
-31.5%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +0.8% |
| 7D | +3.5% | -22.3% | +25.8% | +2.3% |
| 30D | +9.7% | -21.4% | +31.1% | +8.5% |
| 3M | +4.8% | +1.4% | +3.4% | +5.0% |
| 6M | +16.1% | +0.1% | +16.0% | +16.4% |
| YTD | +34.7% | +59.0% | -24.3% | +35.5% |
| All | +30.9% | +62.4% | -31.5% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling