+42.1%
WELL vs SM
+46.7%
-4.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.2% | +0.6% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | +0.5% | +31.5% | -31.0% | +1.6% |
| 3M | +19.1% | +17.3% | +1.7% | +19.7% |
| 6M | +17.0% | +48.5% | -31.5% | +18.8% |
| YTD | +29.2% | +106.3% | -77.1% | +31.0% |
| 1Y | +42.1% | +47.3% | -5.1% | +44.7% |
| All | +42.1% | +46.7% | -4.6% | +44.7% |
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