+606.3%
WELL vs FIVE
+822.5%
-216.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +4.4% | -0.3% | +4.7% | +4.5% |
| 30D | +10.8% | +17.7% | -6.9% | +7.9% |
| 3M | +4.2% | +4.0% | +0.2% | +3.3% |
| 6M | +14.0% | +2.6% | +11.4% | +12.7% |
| YTD | +33.4% | +27.6% | +5.9% | +26.7% |
| 1Y | +32.4% | +59.9% | -27.5% | +20.9% |
| 3Y | +194.7% | +35.8% | +159.0% | +165.1% |
| 5Y | +226.5% | +14.4% | +212.0% | +194.7% |
| 10Y | +429.8% | +576.1% | -146.3% | +260.3% |
| All | +606.3% | +822.5% | -216.1% | +384.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling