+728.4%
FCX vs WELL
+342.5%
+385.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.9% | +5.2% |
| 7D | +5.7% | -1.3% | +7.0% | +6.2% |
| 30D | +10.1% | +0.5% | +9.5% | +9.7% |
| 3M | +20.2% | +19.1% | +1.1% | +11.5% |
| 6M | +29.7% | +17.0% | +12.7% | +20.3% |
| YTD | +51.9% | +29.2% | +22.7% | +35.0% |
| 1Y | +66.0% | +42.1% | +23.8% | +41.1% |
| 3Y | +102.7% | +204.5% | -101.8% | +22.9% |
| 5Y | +138.9% | +211.0% | -72.1% | +41.7% |
| All | +728.4% | +342.5% | +385.8% | +371.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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