+473.8%
WELL vs SMTC
+334.8%
+139.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.8% |
| 7D | +3.0% | -10.9% | +14.0% | +3.9% |
| 30D | +10.2% | -39.4% | +49.6% | +15.6% |
| 3M | +6.1% | -13.5% | +19.7% | +5.5% |
| 6M | +16.6% | -6.8% | +23.5% | +12.4% |
| YTD | +35.3% | +54.0% | -18.7% | +19.8% |
| 1Y | +31.5% | +50.8% | -19.3% | +16.4% |
| 3Y | +206.5% | +677.3% | -470.9% | +74.8% |
| 5Y | +222.0% | +28.7% | +193.2% | +171.0% |
| 10Y | +473.8% | +339.9% | +133.9% | +247.1% |
| All | +473.8% | +334.8% | +139.0% | +247.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling