+208.8%
WELL vs AFL
+133.0%
+75.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -1.1% | -2.1% | +1.0% | -0.3% |
| 30D | +0.7% | -5.4% | +6.2% | +3.0% |
| 3M | +14.5% | -0.3% | +14.8% | +14.5% |
| 6M | +14.4% | +5.2% | +9.2% | +11.9% |
| YTD | +28.5% | +5.7% | +22.8% | +25.3% |
| 1Y | +41.8% | +10.2% | +31.5% | +35.8% |
| 3Y | +202.8% | +63.4% | +139.4% | +144.4% |
| 5Y | +208.8% | +133.0% | +75.8% | +103.2% |
| All | +208.8% | +133.0% | +75.8% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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