+203.3%
WELL vs SM
-6.8%
+210.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -2.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -0.1% | +26.3% | -26.4% | +0.2% |
| 3M | +18.0% | +8.7% | +9.4% | +18.1% |
| 6M | +15.0% | +51.7% | -36.7% | +15.2% |
| YTD | +28.6% | +99.0% | -70.4% | +28.6% |
| 1Y | +42.9% | +34.6% | +8.3% | +43.3% |
| All | +203.3% | -6.8% | +210.1% | +187.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling