+31.5%
WELL vs SMTC
+53.1%
-21.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.4% |
| 7D | +3.0% | -10.9% | +14.0% | +2.8% |
| 30D | +10.2% | -39.4% | +49.6% | +9.4% |
| 3M | +6.1% | -13.5% | +19.7% | +5.6% |
| 6M | +16.6% | -6.8% | +23.5% | +14.5% |
| YTD | +35.3% | +54.0% | -18.7% | +29.2% |
| 1Y | +31.5% | +50.8% | -19.3% | +25.5% |
| All | +31.5% | +53.1% | -21.6% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling