+202.2%
WELL vs FIS
-38.7%
+240.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.5% |
| 7D | +0.1% | +2.8% | -2.7% | -0.1% |
| 30D | +5.7% | -16.7% | +22.4% | +6.2% |
| 3M | +4.6% | -32.3% | +36.9% | +7.3% |
| 6M | +11.9% | -29.1% | +40.9% | +13.9% |
| YTD | +33.6% | -54.1% | +87.7% | +44.7% |
| 1Y | +29.8% | -53.7% | +83.5% | +40.2% |
| 3Y | +202.2% | -38.8% | +241.0% | +194.2% |
| All | +202.2% | -38.7% | +240.9% | +194.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling