+225.9%
WELL vs FFIV
+35.3%
+190.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.2% |
| 7D | +0.1% | -0.5% | +0.7% | +0.2% |
| 30D | +5.7% | -32.4% | +38.0% | +10.7% |
| 3M | +4.6% | -25.7% | +30.3% | +7.9% |
| 6M | +11.9% | -13.5% | +25.4% | +11.9% |
| YTD | +33.6% | +21.1% | +12.5% | +24.4% |
| 1Y | +29.8% | +29.4% | +0.3% | +18.9% |
| 3Y | +202.2% | +94.9% | +107.3% | +134.0% |
| All | +225.9% | +35.3% | +190.6% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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