+194.7%
WELL vs FDS
-23.2%
+217.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | 0.0% |
| 7D | +4.4% | -0.5% | +4.9% | +4.5% |
| 30D | +10.8% | +20.2% | -9.4% | +10.1% |
| 3M | +4.2% | +19.9% | -15.7% | +3.5% |
| 6M | +14.0% | +56.2% | -42.2% | +11.8% |
| YTD | +33.4% | +14.6% | +18.9% | +36.7% |
| 1Y | +32.4% | +31.6% | +0.8% | +31.7% |
| 3Y | +194.7% | -23.8% | +218.6% | +227.5% |
| All | +194.7% | -23.2% | +217.9% | +227.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling