+18,665.9%
WELL vs AFL
+18,874.6%
-208.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | -0.1% | -6.2% | +6.1% | +1.9% |
| 3M | +18.0% | +2.2% | +15.9% | +17.2% |
| 6M | +15.0% | +5.3% | +9.7% | +13.1% |
| YTD | +28.6% | +8.0% | +20.7% | +25.4% |
| 1Y | +42.9% | +10.2% | +32.7% | +38.3% |
| 3Y | +203.0% | +67.1% | +135.9% | +155.5% |
| 5Y | +206.9% | +135.6% | +71.3% | +130.9% |
| 10Y | +339.5% | +299.4% | +40.1% | +186.0% |
| All | +18,665.9% | +18,874.6% | -208.8% | +7,132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling