+455.3%
WELL vs SFM
+146.8%
+308.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | +3.5% | -10.2% | +13.7% | +4.3% |
| 30D | +9.7% | -23.9% | +33.6% | +11.6% |
| 3M | +4.8% | -42.3% | +47.1% | +8.9% |
| 6M | +16.1% | -40.1% | +56.2% | +20.0% |
| YTD | +34.7% | -37.8% | +72.5% | +38.5% |
| 1Y | +31.9% | -37.1% | +69.0% | +35.5% |
| 3Y | +209.9% | +21.5% | +188.3% | +198.5% |
| 5Y | +226.5% | +103.8% | +122.7% | +198.8% |
| 10Y | +455.3% | +142.0% | +313.3% | +395.8% |
| All | +455.3% | +146.8% | +308.5% | +395.8% |
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