+442.3%
WELL vs SFM
+140.2%
+302.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | +0.1% | +6.0% | -5.9% | -0.3% |
| 30D | +5.7% | -19.5% | +25.1% | +7.0% |
| 3M | +4.6% | -37.0% | +41.7% | +8.0% |
| 6M | +11.9% | -41.0% | +52.9% | +15.9% |
| YTD | +33.6% | -34.6% | +68.2% | +36.8% |
| 1Y | +29.8% | -36.3% | +66.0% | +33.2% |
| 3Y | +202.2% | +24.5% | +177.6% | +190.6% |
| 5Y | +223.2% | +115.9% | +107.3% | +194.5% |
| All | +442.3% | +140.2% | +302.1% | +377.4% |
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