+42.2%
WELL vs FIGR
-0.1%
+42.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | -0.8% | -0.2% | -0.5% | -0.8% |
| 30D | -0.1% | +25.2% | -25.2% | 0.0% |
| 3M | +18.0% | +14.8% | +3.2% | +18.1% |
| 6M | +15.0% | +17.9% | -2.9% | +15.1% |
| YTD | +28.6% | -11.9% | +40.6% | +29.4% |
| All | +42.2% | -0.1% | +42.4% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling