+4,505.6%
WELL vs FFIV
+7,518.9%
-3,013.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.0% |
| 7D | -0.8% | -1.0% | +0.2% | -0.7% |
| 30D | -0.1% | -5.1% | +5.0% | +0.4% |
| 3M | +18.0% | -4.5% | +22.5% | +18.3% |
| 6M | +15.0% | +36.5% | -21.5% | +11.0% |
| YTD | +28.6% | +53.0% | -24.4% | +22.6% |
| 1Y | +42.9% | +24.2% | +18.7% | +38.7% |
| 3Y | +203.0% | +137.2% | +65.8% | +173.9% |
| 5Y | +206.9% | +91.8% | +115.1% | +181.9% |
| 10Y | +339.5% | +215.2% | +124.3% | +283.5% |
| All | +4,505.6% | +7,518.9% | -3,013.4% | +2,853.6% |
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