+41.8%
WELL vs SMTC
+168.8%
-127.0%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -1.1% | +22.5% | -23.6% | -1.1% |
| 30D | +0.7% | +24.9% | -24.1% | +0.7% |
| 3M | +14.5% | +4.1% | +10.4% | +14.8% |
| 6M | +14.4% | +92.6% | -78.1% | +9.9% |
| YTD | +28.5% | +122.5% | -94.0% | +22.7% |
| 1Y | +41.8% | +166.2% | -124.5% | +33.7% |
| All | +41.8% | +168.8% | -127.0% | +33.7% |
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