+348.3%
WELL vs AFRM
-27.4%
+375.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.3% |
| 7D | +2.7% | -8.4% | +11.1% | +3.1% |
| 30D | +9.8% | -18.3% | +28.1% | +10.7% |
| 3M | +5.8% | -12.7% | +18.5% | +6.2% |
| 6M | +16.2% | +3.0% | +13.2% | +15.6% |
| YTD | +34.9% | -11.4% | +46.3% | +34.6% |
| 1Y | +31.0% | -13.3% | +44.3% | +30.8% |
| 3Y | +205.4% | +194.0% | +11.4% | +176.2% |
| 5Y | +220.8% | -50.6% | +271.5% | +185.9% |
| All | +348.3% | -27.4% | +375.8% | +288.0% |
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