+443.3%
WELL vs FITB
+208.7%
+234.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | +6.8% | +7.3% | -0.5% | +3.7% |
| 3M | +6.7% | -6.3% | +13.0% | +9.4% |
| 6M | +13.8% | +12.6% | +1.3% | +7.8% |
| YTD | +33.8% | +18.0% | +15.9% | +23.1% |
| 1Y | +29.6% | +28.9% | +0.7% | +14.5% |
| 3Y | +203.1% | +139.4% | +63.7% | +94.1% |
| 5Y | +223.8% | +47.2% | +176.6% | +148.1% |
| All | +443.3% | +208.7% | +234.6% | +145.6% |
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