+211.0%
WELL vs USFR
+20.5%
+190.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +0.5% | +0.3% | +0.2% | -0.1% |
| 3M | +19.1% | +1.0% | +18.1% | +16.9% |
| 6M | +17.0% | +1.9% | +15.0% | +13.2% |
| YTD | +29.2% | +2.7% | +26.5% | +23.4% |
| 1Y | +42.1% | +4.0% | +38.1% | +32.6% |
| 3Y | +204.5% | +14.0% | +190.5% | +168.7% |
| 5Y | +211.0% | +20.4% | +190.6% | +189.2% |
| All | +211.0% | +20.5% | +190.5% | +189.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling