+211.0%
WELL vs SMTC
+110.0%
+100.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.0% | -9.5% | -0.1% |
| 7D | -1.3% | +22.9% | -24.3% | -2.5% |
| 30D | +0.5% | +16.6% | -16.1% | -0.5% |
| 3M | +19.1% | +2.4% | +16.7% | +18.2% |
| 6M | +17.0% | +98.3% | -81.3% | +10.2% |
| YTD | +29.2% | +120.7% | -91.5% | +20.7% |
| 1Y | +42.1% | +168.3% | -126.1% | +30.5% |
| 3Y | +204.5% | +571.7% | -367.2% | +139.3% |
| 5Y | +211.0% | +114.0% | +97.0% | +182.9% |
| All | +211.0% | +110.0% | +100.9% | +182.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling