-80.3%
FIG vs WELL
+45.8%
-126.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.5% | -6.1% | -5.5% |
| 7D | -16.4% | -1.3% | -15.0% | -16.9% |
| 30D | -2.3% | +0.5% | -2.8% | -2.1% |
| 3M | +7.8% | +19.1% | -11.3% | +22.2% |
| 6M | -21.8% | +17.0% | -38.8% | -11.7% |
| YTD | -39.1% | +29.2% | -68.3% | -24.6% |
| 1Y | -56.6% | +42.1% | -98.8% | -40.2% |
| All | -80.3% | +45.8% | -126.1% | -69.2% |
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