-60.0%
FISV vs WELL
+201.2%
-261.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -4.2% |
| 7D | -6.4% | -1.1% | -5.3% | -6.1% |
| 30D | -6.8% | +0.7% | -7.6% | -7.1% |
| 3M | -10.0% | +14.5% | -24.5% | -13.6% |
| 6M | -20.6% | +14.4% | -35.0% | -24.2% |
| YTD | -27.6% | +28.5% | -56.0% | -33.8% |
| 1Y | -64.3% | +41.8% | -106.1% | -68.7% |
| All | -60.0% | +201.2% | -261.3% | -73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling