+471.8%
WELL vs FE
+110.9%
+360.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +2.7% | -0.5% | +3.2% | +3.0% |
| 30D | +9.8% | +4.3% | +5.5% | +7.3% |
| 3M | +5.8% | +0.4% | +5.4% | +5.4% |
| 6M | +16.2% | +6.9% | +9.3% | +12.0% |
| YTD | +34.9% | +8.0% | +26.9% | +29.1% |
| 1Y | +31.0% | +4.8% | +26.2% | +27.5% |
| 3Y | +205.4% | +49.0% | +156.5% | +142.4% |
| 5Y | +220.8% | +46.2% | +174.6% | +154.5% |
| 10Y | +471.8% | +120.9% | +350.9% | +316.9% |
| All | +471.8% | +110.9% | +360.9% | +316.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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