+201.1%
WELL vs FANG
+232.6%
-31.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.2% | +2.9% | -3.1% | -0.5% |
| 30D | +2.3% | +2.6% | -0.3% | +2.1% |
| 3M | +12.3% | +7.6% | +4.7% | +11.5% |
| 6M | +15.6% | +17.3% | -1.7% | +13.6% |
| YTD | +28.3% | +38.7% | -10.4% | +24.1% |
| 1Y | +41.9% | +51.6% | -9.7% | +35.9% |
| 3Y | +198.3% | +50.0% | +148.4% | +179.7% |
| All | +201.1% | +232.6% | -31.5% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 5y: compounded portfolio wealth divided by compounded FANG 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…
5y analysis · Full analysis span regression · 6 months rolling