+9,305.8%
WELL vs SM
+1,608.3%
+7,697.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -1.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -0.1% | +26.3% | -26.4% | -2.6% |
| 3M | +18.0% | +8.7% | +9.4% | +16.5% |
| 6M | +15.0% | +51.7% | -36.7% | +8.9% |
| YTD | +28.6% | +99.0% | -70.4% | +18.0% |
| 1Y | +42.9% | +34.6% | +8.3% | +36.2% |
| 3Y | +203.0% | -7.8% | +210.8% | +193.1% |
| 5Y | +206.9% | +104.8% | +102.1% | +161.3% |
| 10Y | +339.5% | +7.2% | +332.2% | +200.2% |
| All | +9,305.8% | +1,608.3% | +7,697.5% | +4,695.4% |
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