Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IBM International Business Machines Corporation | Technology | 20% |
JNJ Johnson & Johnson | Healthcare | 20% |
NVDA NVIDIA Corporation | Technology | 20% |
NWN Northwest Natural Holding Company | Utilities | 2% |
WELL Welltower Inc. | Real Estate | 28% |
WMT Walmart Inc. | Consumer Defensive | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Current Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Jan 2, 2001, corresponding to the inception date of WELL
Returns By Period
As of Apr 2, 2026, the Current Portfolio returned 2.98% Year-To-Date and 27.44% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -3.54% | -3.95% | -2.09% | 15.95% | 16.96% | 10.34% | 12.24% |
Portfolio Current Portfolio | 0.41% | -2.15% | 2.98% | 8.86% | 39.26% | 45.54% | 32.61% | 27.44% |
| Portfolio components: | ||||||||
NVDA NVIDIA Corporation | 0.77% | -3.68% | -5.76% | -6.13% | 59.59% | 85.01% | 66.40% | 69.75% |
WELL Welltower Inc. | 0.58% | -5.38% | 7.52% | 11.69% | 31.15% | 43.65% | 25.28% | 15.35% |
WMT Walmart Inc. | 0.37% | -1.66% | 12.19% | 22.84% | 41.67% | 37.98% | 24.13% | 20.52% |
IBM International Business Machines Corporation | 0.31% | 1.57% | -17.45% | -14.18% | -0.46% | 27.16% | 18.43% | 9.76% |
JNJ Johnson & Johnson | -0.13% | -1.79% | 18.59% | 32.75% | 63.73% | 19.86% | 11.54% | 11.40% |
NWN Northwest Natural Holding Company | 0.90% | 2.11% | 16.11% | 23.65% | 30.55% | 9.15% | 4.73% | 3.80% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2001, Current Portfolio's average daily return is +0.08%, while the average monthly return is +1.67%. At this rate, your investment would double in approximately 3.5 years.
Historically, 63% of months were positive and 38% were negative. The best month was Jan 2001 with a return of +24.8%, while the worst month was Oct 2008 at -15.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Current Portfolio closed higher 54% of trading days. The best single day was Oct 28, 2008 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -13.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.30% | 0.34% | -2.00% | 0.41% | 2.98% | ||||||||
| 2025 | 5.49% | 6.27% | -3.42% | -0.58% | 6.89% | 6.13% | 3.34% | 1.45% | 7.51% | 4.20% | 4.79% | -3.13% | 45.59% |
| 2024 | 6.88% | 9.89% | 4.83% | -4.69% | 10.03% | 3.96% | 5.05% | 6.71% | 4.08% | 1.87% | 4.83% | -5.31% | 58.35% |
| 2023 | 8.71% | 2.90% | 5.39% | 3.56% | 4.76% | 7.73% | 4.54% | 1.77% | -4.77% | -0.84% | 7.67% | 2.74% | 53.10% |
| 2022 | -3.31% | -3.42% | 10.51% | -7.11% | -0.31% | -5.52% | 4.32% | -8.32% | -9.94% | 6.49% | 13.06% | -7.19% | -13.09% |
| 2021 | -2.40% | 3.72% | 4.93% | 5.29% | 3.46% | 8.21% | 1.01% | 4.05% | -5.57% | 2.96% | 5.17% | 3.61% | 39.43% |
Benchmark Metrics
Current Portfolio has an annualized alpha of 13.83%, beta of 0.90, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since January 03, 2001.
- This portfolio captured 140.15% of S&P 500 Index gains but only 79.28% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 13.83% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.90 and R² of 0.69, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 13.83%
- Beta
- 0.90
- R²
- 0.69
- Upside Capture
- 140.15%
- Downside Capture
- 79.28%
Expense Ratio
Current Portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Current Portfolio ranks 94 for risk / return — in the top 94% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.47 | 0.92 | +1.56 |
Sortino ratioReturn per unit of downside risk | 3.39 | 1.41 | +1.97 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.21 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 3.97 | 1.41 | +2.56 |
Martin ratioReturn relative to average drawdown | 19.61 | 6.61 | +13.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 82 | 1.45 | 2.14 | 1.27 | 3.08 | 7.73 |
WELL Welltower Inc. | 80 | 1.47 | 1.97 | 1.26 | 2.53 | 6.23 |
WMT Walmart Inc. | 88 | 1.73 | 2.66 | 1.33 | 3.97 | 10.92 |
IBM International Business Machines Corporation | 37 | -0.01 | 0.20 | 1.03 | 0.01 | 0.02 |
JNJ Johnson & Johnson | 97 | 3.67 | 4.95 | 1.67 | 6.09 | 20.41 |
NWN Northwest Natural Holding Company | 82 | 1.61 | 2.12 | 1.29 | 3.19 | 6.46 |
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Dividends
Dividend yield
Current Portfolio provided a 1.54% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.54% | 1.55% | 2.05% | 2.42% | 2.74% | 2.48% | 2.97% | 2.95% | 3.42% | 3.10% | 3.09% | 3.29% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
WELL Welltower Inc. | 1.45% | 1.52% | 2.03% | 2.71% | 3.72% | 2.84% | 4.18% | 4.26% | 5.01% | 5.46% | 5.14% | 4.85% |
WMT Walmart Inc. | 0.76% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
IBM International Business Machines Corporation | 2.76% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
JNJ Johnson & Johnson | 2.13% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
NWN Northwest Natural Holding Company | 3.66% | 4.20% | 4.94% | 4.99% | 4.06% | 3.94% | 4.16% | 2.58% | 3.13% | 3.16% | 3.13% | 3.68% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Current Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Current Portfolio was 40.70%, occurring on Nov 20, 2008. Recovery took 272 trading sessions.
The current Current Portfolio drawdown is 3.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.7% | Jun 6, 2008 | 118 | Nov 20, 2008 | 272 | Dec 21, 2009 | 390 |
| -39.67% | Jan 4, 2002 | 193 | Oct 9, 2002 | 307 | Dec 29, 2003 | 500 |
| -34.86% | Feb 20, 2020 | 18 | Mar 16, 2020 | 112 | Aug 24, 2020 | 130 |
| -29.38% | Mar 30, 2022 | 134 | Oct 10, 2022 | 137 | Apr 27, 2023 | 271 |
| -20.7% | Apr 1, 2004 | 88 | Aug 6, 2004 | 83 | Dec 3, 2004 | 171 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 4.79, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | NWN | JNJ | WMT | NVDA | WELL | IBM | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.43 | 0.47 | 0.47 | 0.58 | 0.45 | 0.63 | 0.77 |
| NWN | 0.43 | 1.00 | 0.33 | 0.30 | 0.15 | 0.40 | 0.33 | 0.41 |
| JNJ | 0.47 | 0.33 | 1.00 | 0.35 | 0.15 | 0.26 | 0.37 | 0.46 |
| WMT | 0.47 | 0.30 | 0.35 | 1.00 | 0.21 | 0.27 | 0.35 | 0.46 |
| NVDA | 0.58 | 0.15 | 0.15 | 0.21 | 1.00 | 0.21 | 0.37 | 0.75 |
| WELL | 0.45 | 0.40 | 0.26 | 0.27 | 0.21 | 1.00 | 0.30 | 0.62 |
| IBM | 0.63 | 0.33 | 0.37 | 0.35 | 0.37 | 0.30 | 1.00 | 0.66 |
| Portfolio | 0.77 | 0.41 | 0.46 | 0.46 | 0.75 | 0.62 | 0.66 | 1.00 |