-83.9%
FIG vs WELL
+52.8%
-136.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.4% | -3.8% |
| 7D | -11.4% | +3.0% | -14.5% | -10.5% |
| 30D | -17.2% | +10.2% | -27.4% | -13.6% |
| 3M | -26.6% | +6.1% | -32.8% | -24.8% |
| 6M | -9.8% | +16.6% | -26.4% | -0.5% |
| YTD | -50.1% | +35.3% | -85.5% | -37.1% |
| 1Y | -58.1% | +31.5% | -89.5% | -47.6% |
| All | -83.9% | +52.8% | -136.6% | -74.3% |
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