+224.8%
WELL vs FGI
-68.3%
+293.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | -0.1% |
| 7D | +0.1% | +6.9% | -6.8% | +0.1% |
| 30D | +7.8% | +3.9% | +3.8% | +7.8% |
| 3M | +10.2% | +74.3% | -64.1% | +9.9% |
| 6M | +16.4% | +28.9% | -12.6% | +16.0% |
| YTD | +35.2% | +39.1% | -4.0% | +34.9% |
| 1Y | +30.5% | +49.3% | -18.9% | +30.2% |
| 3Y | +206.1% | +5.7% | +200.4% | +205.7% |
| All | +224.8% | -68.3% | +293.1% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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