+209.9%
WELL vs SMTC
+696.5%
-486.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.8% | -11.9% | +0.8% |
| 7D | +3.5% | -4.8% | +8.3% | +3.5% |
| 30D | +9.7% | -37.8% | +47.5% | +10.5% |
| 3M | +4.8% | -16.5% | +21.3% | +4.6% |
| 6M | +16.1% | -4.4% | +20.5% | +14.7% |
| YTD | +34.7% | +58.0% | -23.3% | +30.2% |
| 1Y | +31.9% | +62.0% | -30.1% | +27.3% |
| 3Y | +209.9% | +745.7% | -535.8% | +160.7% |
| All | +209.9% | +696.5% | -486.7% | +160.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling