+344.0%
WELL vs AFRM
-28.4%
+372.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +0.1% | -4.4% | +4.5% | +0.3% |
| 30D | +5.7% | -7.7% | +13.3% | +6.0% |
| 3M | +4.6% | -16.9% | +21.5% | +5.3% |
| 6M | +11.9% | +2.5% | +9.4% | +11.3% |
| YTD | +33.6% | -12.5% | +46.1% | +33.4% |
| 1Y | +29.8% | -11.0% | +40.8% | +29.4% |
| 3Y | +202.2% | +184.6% | +17.6% | +173.7% |
| 5Y | +223.2% | -56.3% | +279.5% | +188.5% |
| All | +344.0% | -28.4% | +372.4% | +284.5% |
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