+27.4%
FISV vs WELL
+463.2%
-435.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +38.4% | +5.7% | +32.8% | +35.8% |
| 3M | +14.9% | +4.6% | +10.3% | +13.0% |
| 6M | +21.8% | +11.9% | +9.9% | +16.4% |
| YTD | -5.0% | +33.6% | -38.6% | -15.4% |
| 1Y | -1.2% | +29.8% | -30.9% | -11.2% |
| 3Y | -47.5% | +202.2% | -249.7% | -65.9% |
| 5Y | -36.7% | +223.2% | -260.0% | -60.4% |
| All | +27.4% | +463.2% | -435.7% | -35.4% |
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