+6,940.9%
WELL vs FDS
+10,327.4%
-3,386.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.6% |
| 7D | +4.4% | -0.5% | +4.9% | +4.5% |
| 30D | +10.8% | +20.2% | -9.4% | +6.4% |
| 3M | +4.2% | +19.9% | -15.7% | -0.4% |
| 6M | +14.0% | +56.2% | -42.2% | +1.7% |
| YTD | +33.4% | +14.6% | +18.9% | +26.1% |
| 1Y | +32.4% | +31.6% | +0.8% | +20.9% |
| 3Y | +194.7% | -23.8% | +218.6% | +202.4% |
| 5Y | +226.5% | -22.6% | +249.0% | +231.4% |
| 10Y | +429.8% | +139.3% | +290.5% | +319.1% |
| All | +6,940.9% | +10,327.4% | -3,386.5% | +3,410.8% |
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