+203.3%
WELL vs FIS
-18.3%
+221.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -1.9% |
| 7D | -0.8% | +1.1% | -1.9% | -0.9% |
| 30D | -0.1% | -2.2% | +2.1% | +0.2% |
| 3M | +18.0% | +2.1% | +15.9% | +17.4% |
| 6M | +15.0% | -14.7% | +29.7% | +17.0% |
| YTD | +28.6% | -35.7% | +64.3% | +38.2% |
| 1Y | +42.9% | -37.1% | +80.0% | +54.1% |
| All | +203.3% | -18.3% | +221.7% | +177.3% |
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