+568.4%
WELL vs USFR
+27.5%
+540.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -0.1% | +0.3% | -0.4% | -0.1% |
| 3M | +18.0% | +1.0% | +17.0% | +18.0% |
| 6M | +15.0% | +1.9% | +13.1% | +15.0% |
| YTD | +28.6% | +2.6% | +26.0% | +28.6% |
| 1Y | +42.9% | +4.0% | +38.9% | +42.9% |
| 3Y | +203.0% | +14.1% | +188.9% | +204.7% |
| 5Y | +206.9% | +20.4% | +186.5% | +210.1% |
| 10Y | +339.5% | +28.0% | +311.5% | +352.3% |
| All | +568.4% | +27.5% | +540.8% | +590.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling