+343.5%
WELL vs AFRM
-25.1%
+368.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | -0.1% |
| 7D | +4.4% | -7.3% | +11.7% | +4.8% |
| 30D | +10.8% | -9.6% | +20.4% | +11.2% |
| 3M | +4.2% | -11.1% | +15.3% | +4.5% |
| 6M | +14.0% | +3.9% | +10.1% | +13.3% |
| YTD | +33.4% | -8.5% | +41.9% | +33.0% |
| 1Y | +32.4% | +3.3% | +29.2% | +31.0% |
| 3Y | +194.7% | +213.7% | -19.0% | +165.4% |
| 5Y | +226.5% | -58.5% | +285.0% | +191.3% |
| All | +343.5% | -25.1% | +368.6% | +283.3% |
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 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