+607.5%
WELL vs FIVE
+826.1%
-218.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.2% | -0.3% |
| 7D | +5.3% | -1.7% | +7.0% | +5.5% |
| 30D | +8.7% | +14.9% | -6.2% | +6.2% |
| 3M | +3.8% | +7.6% | -3.8% | +2.3% |
| 6M | +15.4% | +6.4% | +8.9% | +13.3% |
| YTD | +33.7% | +28.1% | +5.6% | +26.8% |
| 1Y | +33.6% | +54.7% | -21.1% | +22.7% |
| 3Y | +194.2% | +36.1% | +158.2% | +164.5% |
| 5Y | +227.0% | +14.9% | +212.1% | +195.0% |
| 10Y | +430.7% | +578.8% | -148.1% | +260.7% |
| All | +607.5% | +826.1% | -218.6% | +384.7% |
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 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