+195.2%
WELL vs FICO
-24.0%
+219.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | +5.3% | -0.3% | +5.5% | +5.3% |
| 30D | +8.7% | +1.7% | +7.0% | +8.4% |
| 3M | +3.8% | -35.2% | +39.0% | +6.4% |
| 6M | +15.4% | -33.7% | +49.0% | +17.7% |
| YTD | +33.7% | -58.2% | +91.8% | +41.6% |
| 1Y | +33.6% | -56.6% | +90.2% | +40.9% |
| All | +195.2% | -24.0% | +219.2% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling