+4,677.9%
WELL vs FFIV
+5,965.2%
-1,287.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +4.4% | -8.1% | +12.6% | +5.3% |
| 30D | +10.8% | -33.4% | +44.2% | +14.9% |
| 3M | +4.2% | -24.7% | +29.0% | +6.6% |
| 6M | +14.0% | -8.8% | +22.8% | +14.2% |
| YTD | +33.4% | +21.8% | +11.7% | +29.5% |
| 1Y | +32.4% | +25.3% | +7.1% | +28.0% |
| 3Y | +194.7% | +101.2% | +93.6% | +169.6% |
| 5Y | +226.5% | +40.2% | +186.2% | +207.9% |
| 10Y | +429.8% | +129.0% | +300.8% | +374.5% |
| All | +4,677.9% | +5,965.2% | -1,287.2% | +3,019.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling