+412.8%
WELL vs SPMO
+572.4%
-159.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.6% | -2.8% |
| 7D | -0.8% | +2.0% | -2.8% | -1.8% |
| 30D | -0.1% | -0.4% | +0.3% | 0.0% |
| 3M | +18.0% | -1.9% | +19.9% | +17.1% |
| 6M | +15.0% | +25.0% | -10.0% | -1.2% |
| YTD | +28.6% | +26.0% | +2.6% | +9.8% |
| 1Y | +42.9% | +28.7% | +14.2% | +20.1% |
| 3Y | +203.0% | +160.9% | +42.1% | +55.9% |
| 5Y | +206.9% | +147.9% | +59.0% | +62.1% |
| 10Y | +339.5% | +518.9% | -179.5% | +44.8% |
| All | +412.8% | +572.4% | -159.6% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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