+18,665.9%
WELL vs SMTC
+62,999.7%
-44,333.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.2% | -11.3% | -2.7% |
| 7D | -0.8% | +12.7% | -13.5% | -1.7% |
| 30D | -0.1% | +22.0% | -22.1% | -1.8% |
| 3M | +18.0% | -12.7% | +30.7% | +18.0% |
| 6M | +15.0% | +64.8% | -49.8% | +9.0% |
| YTD | +28.6% | +100.7% | -72.1% | +20.0% |
| 1Y | +42.9% | +146.9% | -104.0% | +30.8% |
| 3Y | +203.0% | +456.8% | -253.8% | +149.4% |
| 5Y | +206.9% | +89.2% | +117.6% | +169.8% |
| 10Y | +339.5% | +426.9% | -87.4% | +255.6% |
| All | +18,665.9% | +62,999.7% | -44,333.9% | +12,018.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling