+468.3%
WELL vs USFR
+28.5%
+439.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +7.8% | +0.4% | +7.4% | +7.4% |
| 3M | +10.2% | +1.1% | +9.2% | +9.0% |
| 6M | +16.4% | +2.1% | +14.3% | +14.1% |
| YTD | +35.2% | +3.4% | +31.7% | +30.8% |
| 1Y | +30.5% | +4.1% | +26.4% | +25.5% |
| 3Y | +206.1% | +14.4% | +191.7% | +173.9% |
| 5Y | +228.3% | +21.4% | +206.8% | +182.2% |
| 10Y | +468.3% | +28.5% | +439.8% | +405.0% |
| All | +468.3% | +28.5% | +439.8% | +405.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling