+520.7%
WELL vs SFM
+132.6%
+388.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -4.9% | -2.3% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -0.1% | -4.4% | +4.3% | +0.2% |
| 3M | +18.0% | +1.5% | +16.5% | +17.7% |
| 6M | +15.0% | +6.5% | +8.5% | +14.0% |
| YTD | +28.6% | +2.2% | +26.4% | +27.8% |
| 1Y | +42.9% | -41.9% | +84.8% | +47.9% |
| 3Y | +203.0% | +106.8% | +96.3% | +183.3% |
| 5Y | +206.9% | +231.6% | -24.7% | +175.1% |
| 10Y | +339.5% | +258.4% | +81.0% | +284.6% |
| All | +520.7% | +132.6% | +388.1% | +444.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling