+580.9%
WELL vs FIVE
+868.1%
-287.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -2.9% |
| 7D | -0.8% | +4.3% | -5.1% | -1.5% |
| 30D | -0.1% | +12.5% | -12.6% | -2.1% |
| 3M | +18.0% | +31.2% | -13.2% | +12.5% |
| 6M | +15.0% | +14.4% | +0.6% | +11.5% |
| YTD | +28.6% | +33.9% | -5.3% | +21.3% |
| 1Y | +42.9% | +65.1% | -22.1% | +29.6% |
| 3Y | +203.0% | +49.0% | +154.0% | +168.0% |
| 5Y | +206.9% | +30.3% | +176.6% | +169.5% |
| 10Y | +339.5% | +481.1% | -141.6% | +200.5% |
| All | +580.9% | +868.1% | -287.3% | +363.7% |
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