+3,811.7%
WELL vs FIS
+374.5%
+3,437.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -1.7% |
| 7D | -0.8% | +1.1% | -1.9% | -1.2% |
| 30D | -0.1% | -2.2% | +2.1% | +0.5% |
| 3M | +18.0% | +2.1% | +15.9% | +16.4% |
| 6M | +15.0% | -14.7% | +29.7% | +19.9% |
| YTD | +28.6% | -35.7% | +64.3% | +47.9% |
| 1Y | +42.9% | -37.1% | +80.0% | +65.1% |
| 3Y | +203.0% | -20.0% | +223.0% | +211.4% |
| 5Y | +206.9% | -62.1% | +269.0% | +298.2% |
| 10Y | +339.5% | -37.4% | +376.9% | +391.0% |
| All | +3,811.7% | +374.5% | +3,437.2% | +2,143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling