+544.0%
WELL vs SFM
+40.3%
+503.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% |
| 3M | +4.2% | -43.7% | +47.9% | +8.2% |
| 6M | +14.0% | -37.3% | +51.3% | +17.2% |
| YTD | +33.4% | -38.4% | +71.8% | +37.0% |
| 1Y | +32.4% | -36.9% | +69.3% | +35.7% |
| 3Y | +194.7% | +20.7% | +174.1% | +185.6% |
| 5Y | +226.5% | +103.5% | +123.0% | +202.2% |
| 10Y | +429.8% | +139.7% | +290.1% | +377.1% |
| All | +544.0% | +40.3% | +503.7% | +483.2% |
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