+212.9%
WELL vs FIVE
+31.2%
+181.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -2.4% |
| 7D | -0.8% | +4.3% | -5.1% | -1.1% |
| 30D | -0.1% | +12.5% | -12.6% | -1.0% |
| 3M | +18.0% | +31.2% | -13.2% | +15.6% |
| 6M | +15.0% | +14.4% | +0.6% | +13.5% |
| YTD | +28.6% | +33.9% | -5.3% | +25.3% |
| 1Y | +42.9% | +65.1% | -22.1% | +36.8% |
| 3Y | +203.0% | +49.0% | +154.0% | +193.4% |
| All | +212.9% | +31.2% | +181.6% | +199.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling