+225.8%
WELL vs SFM
+105.4%
+120.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.7% | +0.2% |
| 7D | +4.4% | -1.2% | +5.6% | +4.5% |
| 30D | +10.8% | -24.8% | +35.6% | +12.9% |
| 3M | +4.2% | -43.7% | +47.9% | +8.8% |
| 6M | +14.0% | -37.3% | +51.3% | +17.6% |
| YTD | +33.4% | -38.4% | +71.8% | +37.5% |
| 1Y | +32.4% | -36.9% | +69.3% | +36.1% |
| 3Y | +194.7% | +20.7% | +174.1% | +180.2% |
| All | +225.8% | +105.4% | +120.5% | +199.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling