+331.1%
WELL vs FIVE
+477.5%
-146.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -3.0% |
| 7D | -0.8% | +4.3% | -5.1% | -1.7% |
| 30D | -0.1% | +12.5% | -12.6% | -2.5% |
| 3M | +18.0% | +31.2% | -13.2% | +11.5% |
| 6M | +15.0% | +14.4% | +0.6% | +10.8% |
| YTD | +28.6% | +33.9% | -5.3% | +19.9% |
| 1Y | +42.9% | +65.1% | -22.1% | +27.0% |
| 3Y | +203.0% | +49.0% | +154.0% | +162.7% |
| 5Y | +206.9% | +30.3% | +176.6% | +163.4% |
| All | +331.1% | +477.5% | -146.4% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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