+455.3%
WELL vs FIS
-54.6%
+509.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.3% | +1.4% |
| 7D | +3.5% | -29.4% | +32.9% | +15.4% |
| 30D | +9.7% | -16.7% | +26.4% | +14.6% |
| 3M | +4.8% | -33.0% | +37.8% | +18.6% |
| 6M | +16.1% | -33.3% | +49.4% | +30.6% |
| YTD | +34.7% | -56.0% | +90.7% | +78.3% |
| 1Y | +31.9% | -54.6% | +86.5% | +71.9% |
| 3Y | +209.9% | -40.6% | +250.5% | +240.1% |
| 5Y | +226.5% | -71.9% | +298.5% | +399.1% |
| 10Y | +455.3% | -55.3% | +510.6% | +779.4% |
| All | +455.3% | -54.6% | +509.9% | +779.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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