+337.6%
WELL vs FDS
+77.6%
+260.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.7% | +1.7% |
| 7D | -1.3% | -5.4% | +4.1% | +0.2% |
| 30D | +0.5% | +1.6% | -1.1% | -0.2% |
| 3M | +19.1% | +17.7% | +1.3% | +12.4% |
| 6M | +17.0% | +29.1% | -12.1% | +5.6% |
| YTD | +29.2% | +1.0% | +28.2% | +26.2% |
| 1Y | +42.1% | -21.6% | +63.8% | +52.1% |
| 3Y | +204.5% | -30.1% | +234.7% | +235.7% |
| 5Y | +211.0% | -20.7% | +231.7% | +217.5% |
| 10Y | +337.6% | +78.3% | +259.3% | +246.6% |
| All | +337.6% | +77.6% | +260.0% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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