+337.6%
WELL vs SFM
+293.3%
+44.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +1.0% |
| 7D | -1.3% | -5.8% | +4.5% | -0.9% |
| 30D | +0.5% | -11.4% | +11.9% | +1.4% |
| 3M | +19.1% | -12.2% | +31.3% | +20.1% |
| 6M | +17.0% | -5.2% | +22.1% | +17.0% |
| YTD | +29.2% | -4.5% | +33.7% | +29.0% |
| 1Y | +42.1% | -45.4% | +87.5% | +48.4% |
| 3Y | +204.5% | +91.1% | +113.5% | +184.2% |
| 5Y | +211.0% | +226.8% | -15.8% | +175.4% |
| 10Y | +337.6% | +291.9% | +45.7% | +280.8% |
| All | +337.6% | +293.3% | +44.3% | +280.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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