+205.4%
WELL vs USFR
+14.4%
+191.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | -0.1% |
| 7D | +2.7% | +0.1% | +2.6% | +2.2% |
| 30D | +9.8% | +0.4% | +9.4% | +7.4% |
| 3M | +5.8% | +1.1% | +4.7% | -0.1% |
| 6M | +16.2% | +2.1% | +14.2% | +4.9% |
| YTD | +34.9% | +3.4% | +31.4% | +14.6% |
| 1Y | +31.0% | +4.1% | +26.9% | +7.8% |
| 3Y | +205.4% | +14.4% | +191.0% | +134.6% |
| All | +205.4% | +14.4% | +191.0% | +134.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling