+202.2%
WELL vs SFM
+27.3%
+174.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | +0.1% | +6.0% | -5.9% | -0.2% |
| 30D | +5.7% | -19.5% | +25.1% | +6.8% |
| 3M | +4.6% | -37.0% | +41.7% | +7.5% |
| 6M | +11.9% | -41.0% | +52.9% | +15.4% |
| YTD | +33.6% | -34.6% | +68.2% | +36.5% |
| 1Y | +29.8% | -36.3% | +66.0% | +32.8% |
| 3Y | +202.2% | +24.5% | +177.6% | +195.3% |
| All | +202.2% | +27.3% | +174.8% | +195.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling