+327.5%
WELL vs AFRM
-20.4%
+347.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.6% | -1.9% |
| 7D | -0.8% | -7.0% | +6.2% | -0.5% |
| 30D | -0.1% | -7.8% | +7.7% | +0.2% |
| 3M | +18.0% | +5.3% | +12.7% | +17.5% |
| 6M | +15.0% | +42.6% | -27.6% | +12.6% |
| YTD | +28.6% | -2.8% | +31.4% | +28.0% |
| 1Y | +42.9% | -19.3% | +62.2% | +43.1% |
| 3Y | +203.0% | +231.0% | -28.0% | +171.7% |
| 5Y | +206.9% | -22.2% | +229.1% | +168.9% |
| All | +327.5% | -20.4% | +347.9% | +269.0% |
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 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