+344.3%
WELL vs AFRM
-23.4%
+367.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.8% | +6.8% | -0.7% |
| 7D | +5.3% | -6.9% | +12.2% | +5.6% |
| 30D | +8.7% | -7.0% | +15.7% | +9.0% |
| 3M | +3.8% | -11.2% | +15.1% | +4.2% |
| 6M | +15.4% | +4.3% | +11.1% | +14.7% |
| YTD | +33.7% | -6.4% | +40.1% | +33.1% |
| 1Y | +33.6% | -2.6% | +36.2% | +32.6% |
| 3Y | +194.2% | +210.6% | -16.4% | +165.1% |
| 5Y | +227.0% | -57.6% | +284.6% | +191.5% |
| All | +344.3% | -23.4% | +367.6% | +283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling