+2,088.5%
FTNT vs WELL
+357.3%
+1,731.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +1.7% | -1.1% | +2.9% | +2.0% |
| 30D | -4.3% | +0.7% | -5.0% | -4.5% |
| 3M | +13.6% | +14.5% | -0.9% | +9.7% |
| 6M | +87.6% | +14.4% | +73.2% | +80.1% |
| YTD | +98.0% | +28.5% | +69.5% | +84.2% |
| 1Y | +96.9% | +41.8% | +55.2% | +78.2% |
| 3Y | +145.4% | +202.8% | -57.4% | +81.1% |
| 5Y | +153.0% | +208.8% | -55.8% | +84.4% |
| All | +2,088.5% | +357.3% | +1,731.2% | +1,305.0% |
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