+550.1%
WELL vs SFM
+41.7%
+508.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | +3.5% | -10.2% | +13.7% | +4.3% |
| 30D | +9.7% | -23.9% | +33.6% | +11.5% |
| 3M | +4.8% | -42.3% | +47.1% | +8.6% |
| 6M | +16.1% | -40.1% | +56.2% | +19.8% |
| YTD | +34.7% | -37.8% | +72.5% | +38.2% |
| 1Y | +31.9% | -37.1% | +69.0% | +35.2% |
| 3Y | +209.9% | +21.5% | +188.3% | +200.1% |
| 5Y | +226.5% | +103.8% | +122.7% | +202.2% |
| 10Y | +455.3% | +142.0% | +313.3% | +399.6% |
| All | +550.1% | +41.7% | +508.4% | +488.4% |
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