+356.5%
WELL vs SMTC
+504.7%
-148.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -1.1% | +22.5% | -23.6% | -3.7% |
| 30D | +0.7% | +24.9% | -24.1% | -2.6% |
| 3M | +14.5% | +4.1% | +10.4% | +12.0% |
| 6M | +14.4% | +92.6% | -78.1% | +1.0% |
| YTD | +28.5% | +122.5% | -94.0% | +10.6% |
| 1Y | +41.8% | +166.2% | -124.5% | +17.8% |
| 3Y | +202.8% | +577.2% | -374.3% | +86.2% |
| 5Y | +208.8% | +119.0% | +89.8% | +140.0% |
| 10Y | +356.5% | +527.9% | -171.3% | +161.0% |
| All | +356.5% | +504.7% | -148.2% | +161.0% |
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