+9,657.9%
WELL vs SM
+1,302.7%
+8,355.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.3% |
| 7D | +4.4% | -25.9% | +30.3% | +7.5% |
| 30D | +10.8% | -15.1% | +25.9% | +12.4% |
| 3M | +4.2% | +4.9% | -0.7% | +3.1% |
| 6M | +14.0% | +6.1% | +7.9% | +12.1% |
| YTD | +33.4% | +63.4% | -30.0% | +24.4% |
| 1Y | +32.4% | +72.5% | -40.1% | +22.6% |
| 3Y | +194.7% | -16.9% | +211.6% | +187.4% |
| 5Y | +226.5% | -10.6% | +237.1% | +205.0% |
| 10Y | +429.8% | +11.3% | +418.5% | +260.5% |
| All | +9,657.9% | +1,302.7% | +8,355.2% | +4,957.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling