-3.3%
FISV vs WELL
+356.9%
-360.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -7.2% | -2.2% | -5.0% | -6.5% |
| 30D | -7.2% | +4.7% | -11.9% | -8.7% |
| 3M | -8.2% | +11.9% | -20.1% | -12.0% |
| 6M | -17.7% | +14.3% | -32.0% | -22.2% |
| YTD | -27.2% | +28.4% | -55.5% | -34.1% |
| 1Y | -63.0% | +42.3% | -105.3% | -67.8% |
| 3Y | -59.8% | +202.6% | -262.3% | -73.8% |
| 5Y | -55.8% | +206.5% | -262.3% | -71.8% |
| All | -3.3% | +356.9% | -360.2% | -48.5% |
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