+19,605.1%
WELL vs FICO
+78,251.7%
-58,646.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.1% | +3.3% |
| 7D | +9.2% | +0.4% | +8.7% | +9.1% |
| 30D | +10.6% | +1.7% | +9.0% | +9.9% |
| 3M | +7.5% | -33.0% | +40.5% | +12.6% |
| 6M | +15.0% | -33.9% | +48.9% | +19.9% |
| YTD | +35.0% | -58.5% | +93.6% | +50.2% |
| 1Y | +36.5% | -56.4% | +92.9% | +50.4% |
| 3Y | +197.3% | -24.7% | +221.9% | +191.3% |
| 5Y | +247.4% | +83.1% | +164.3% | +187.2% |
| 10Y | +436.3% | +517.2% | -80.9% | +274.4% |
| All | +19,605.1% | +78,251.7% | -58,646.7% | +9,800.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling