+349.9%
WELL vs FITB
+288.7%
+61.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -2.2% | -1.0% | -1.3% | -1.9% |
| 30D | +4.7% | -5.5% | +10.2% | +7.0% |
| 3M | +11.9% | +4.1% | +7.8% | +9.9% |
| 6M | +14.3% | +18.7% | -4.4% | +5.8% |
| YTD | +28.4% | +18.2% | +10.2% | +18.4% |
| 1Y | +42.3% | +23.7% | +18.6% | +28.0% |
| 3Y | +202.6% | +130.8% | +71.8% | +97.8% |
| 5Y | +206.5% | +69.8% | +136.8% | +117.9% |
| All | +349.9% | +288.7% | +61.2% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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