+18,665.9%
WELL vs FITB
+2,855.6%
+15,810.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | -0.1% | -4.7% | +4.7% | +1.0% |
| 3M | +18.0% | +6.7% | +11.4% | +16.1% |
| 6M | +15.0% | +12.6% | +2.4% | +11.4% |
| YTD | +28.6% | +19.1% | +9.5% | +22.6% |
| 1Y | +42.9% | +22.6% | +20.3% | +34.9% |
| 3Y | +203.0% | +127.1% | +75.9% | +141.9% |
| 5Y | +206.9% | +71.8% | +135.1% | +156.2% |
| 10Y | +339.5% | +287.2% | +52.3% | +197.0% |
| All | +18,665.9% | +2,855.6% | +15,810.3% | +8,700.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling