+225.8%
WELL vs FDX
+72.6%
+153.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.6% | +0.2% |
| 7D | +4.4% | -1.6% | +6.1% | +4.7% |
| 30D | +10.8% | +6.6% | +4.2% | +9.8% |
| 3M | +4.2% | -2.1% | +6.3% | +4.4% |
| 6M | +14.0% | +2.2% | +11.8% | +13.3% |
| YTD | +33.4% | +33.9% | -0.5% | +27.3% |
| 1Y | +32.4% | +50.2% | -17.8% | +24.1% |
| 3Y | +194.7% | +65.5% | +129.2% | +165.8% |
| All | +225.8% | +72.6% | +153.2% | +193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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