+331.1%
WELL vs FICO
+606.0%
-274.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -16.7% | +14.6% | +2.7% |
| 7D | -0.8% | -19.2% | +18.4% | +4.8% |
| 30D | -0.1% | -14.6% | +14.5% | +3.7% |
| 3M | +18.0% | -20.1% | +38.1% | +23.5% |
| 6M | +15.0% | -36.3% | +51.3% | +26.7% |
| YTD | +28.6% | -44.9% | +73.5% | +47.4% |
| 1Y | +42.9% | -38.6% | +81.5% | +55.6% |
| 3Y | +203.0% | +4.0% | +199.0% | +150.6% |
| 5Y | +206.9% | +99.5% | +107.4% | +81.4% |
| All | +331.1% | +606.0% | -274.9% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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