+19,622.0%
WELL vs SMTC
+53,327.2%
-33,705.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.5% | -0.8% |
| 7D | +0.1% | +12.9% | -12.8% | -1.0% |
| 30D | +7.8% | -25.6% | +33.4% | +9.3% |
| 3M | +10.2% | -4.5% | +14.8% | +9.2% |
| 6M | +16.4% | -8.3% | +24.6% | +14.5% |
| YTD | +35.2% | +69.9% | -34.8% | +26.3% |
| 1Y | +30.5% | +73.9% | -43.5% | +21.5% |
| 3Y | +206.1% | +757.7% | -551.6% | +142.1% |
| 5Y | +228.3% | +38.7% | +189.6% | +192.6% |
| 10Y | +468.3% | +376.1% | +92.2% | +359.2% |
| All | +19,622.0% | +53,327.2% | -33,705.2% | +12,663.2% |
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