+349.9%
WELL vs RJF
+429.5%
-79.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | -2.2% | -4.2% | +1.9% | -0.8% |
| 30D | +4.7% | -3.6% | +8.3% | +5.9% |
| 3M | +11.9% | +15.6% | -3.7% | +6.0% |
| 6M | +14.3% | +17.6% | -3.3% | +7.2% |
| YTD | +28.4% | +9.2% | +19.1% | +22.9% |
| 1Y | +42.3% | +5.5% | +36.8% | +37.6% |
| 3Y | +202.6% | +70.3% | +132.3% | +136.1% |
| 5Y | +206.5% | +106.0% | +100.5% | +113.7% |
| All | +349.9% | +429.5% | -79.6% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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