+6,686.9%
WELL vs FDS
+9,502.8%
-2,815.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.5% | -1.3% |
| 7D | -0.8% | -1.9% | +1.1% | -0.4% |
| 30D | -0.1% | +9.0% | -9.1% | -2.1% |
| 3M | +18.0% | +18.9% | -0.8% | +13.0% |
| 6M | +15.0% | +35.1% | -20.1% | +5.8% |
| YTD | +28.6% | +5.5% | +23.1% | +24.2% |
| 1Y | +42.9% | -16.8% | +59.7% | +45.0% |
| 3Y | +203.0% | -28.1% | +231.1% | +215.9% |
| 5Y | +206.9% | -17.4% | +224.3% | +207.7% |
| 10Y | +339.5% | +85.4% | +254.0% | +267.4% |
| All | +6,686.9% | +9,502.8% | -2,815.9% | +3,358.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling