+223.8%
WELL vs FIVE
+18.5%
+205.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | +0.1% | +2.4% | -2.3% | -0.1% |
| 30D | +6.8% | +15.8% | -9.1% | +5.6% |
| 3M | +6.7% | +3.8% | +2.9% | +6.3% |
| 6M | +13.8% | +18.5% | -4.7% | +12.0% |
| YTD | +33.8% | +31.2% | +2.6% | +30.4% |
| 1Y | +29.6% | +61.8% | -32.2% | +24.2% |
| 3Y | +203.1% | +39.9% | +163.2% | +196.1% |
| 5Y | +223.8% | +18.3% | +205.5% | +223.7% |
| All | +223.8% | +18.5% | +205.3% | +223.7% |
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