+349.9%
WELL vs USFR
+28.0%
+321.9%
-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 | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | +4.7% | +0.3% | +4.4% | +4.4% |
| 3M | +11.9% | +1.0% | +11.0% | +10.9% |
| 6M | +14.3% | +1.9% | +12.4% | +12.3% |
| YTD | +28.4% | +2.7% | +25.7% | +25.3% |
| 1Y | +42.3% | +4.0% | +38.3% | +37.3% |
| 3Y | +202.6% | +14.1% | +188.5% | +173.6% |
| 5Y | +206.5% | +20.5% | +186.0% | +168.2% |
| All | +349.9% | +28.0% | +321.9% | +314.0% |
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