+337.6%
WELL vs FIS
-40.5%
+378.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +2.8% |
| 7D | -1.3% | -3.5% | +2.1% | -0.1% |
| 30D | +0.5% | -7.8% | +8.3% | +3.5% |
| 3M | +19.1% | +0.8% | +18.2% | +17.6% |
| 6M | +17.0% | -21.9% | +38.9% | +27.0% |
| YTD | +29.2% | -39.5% | +68.7% | +55.5% |
| 1Y | +42.1% | -41.0% | +83.1% | +72.3% |
| 3Y | +204.5% | -23.6% | +228.2% | +213.8% |
| 5Y | +211.0% | -65.6% | +276.6% | +365.8% |
| 10Y | +337.6% | -40.2% | +377.8% | +517.1% |
| All | +337.6% | -40.5% | +378.1% | +517.1% |
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