+349.9%
WELL vs AFRM
-27.4%
+377.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +0.6% |
| 7D | +3.0% | -8.4% | +11.4% | +3.4% |
| 30D | +10.2% | -18.3% | +28.5% | +11.1% |
| 3M | +6.1% | -12.7% | +18.8% | +6.6% |
| 6M | +16.6% | +3.0% | +13.6% | +16.0% |
| YTD | +35.3% | -11.4% | +46.7% | +35.1% |
| 1Y | +31.5% | -13.3% | +44.8% | +31.2% |
| 3Y | +206.5% | +194.0% | +12.4% | +177.1% |
| 5Y | +222.0% | -50.6% | +272.6% | +186.9% |
| All | +349.9% | -27.4% | +377.3% | +289.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling