-83.6%
FIG vs WELL
+52.6%
-136.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.8% |
| 7D | -14.3% | +0.1% | -14.4% | -14.3% |
| 30D | -13.6% | +7.8% | -21.4% | -10.9% |
| 3M | -23.7% | +10.2% | -34.0% | -20.2% |
| 6M | -5.4% | +16.4% | -21.7% | +4.3% |
| YTD | -49.2% | +35.2% | -84.4% | -36.0% |
| 1Y | -57.4% | +30.5% | -87.8% | -47.2% |
| All | -83.6% | +52.6% | -136.1% | -73.8% |
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