+29.6%
WELL vs SFM
-34.4%
+64.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.0% |
| 7D | +0.1% | -0.4% | +0.6% | +0.2% |
| 30D | +6.8% | -19.2% | +26.0% | +7.3% |
| 3M | +6.7% | -40.3% | +47.0% | +9.1% |
| 6M | +13.8% | -40.9% | +54.7% | +16.3% |
| YTD | +33.8% | -35.5% | +69.4% | +37.1% |
| 1Y | +29.6% | -37.4% | +67.1% | +33.6% |
| All | +29.6% | -34.4% | +64.1% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling