+206.5%
WELL vs FIVE
+43.9%
+162.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.0% | +7.3% | -4.3% | +2.8% |
| 30D | +10.2% | +18.1% | -7.8% | +9.6% |
| 3M | +6.1% | +7.7% | -1.6% | +5.8% |
| 6M | +16.6% | +13.6% | +3.0% | +16.0% |
| YTD | +35.3% | +34.6% | +0.7% | +34.0% |
| 1Y | +31.5% | +66.2% | -34.8% | +29.5% |
| 3Y | +206.5% | +43.5% | +163.0% | +210.4% |
| All | +206.5% | +43.9% | +162.5% | +210.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling