+442.3%
WELL vs FIVN
+86.2%
+356.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | 0.0% |
| 7D | +0.1% | -2.8% | +3.0% | +0.2% |
| 30D | +5.7% | -17.4% | +23.1% | +6.5% |
| 3M | +4.6% | -19.2% | +23.8% | +5.4% |
| 6M | +11.9% | +29.4% | -17.5% | +9.7% |
| YTD | +33.6% | +36.3% | -2.7% | +29.9% |
| 1Y | +29.8% | +33.5% | -3.7% | +26.3% |
| 3Y | +202.2% | -56.8% | +259.0% | +212.0% |
| 5Y | +223.2% | -83.0% | +306.2% | +242.6% |
| All | +442.3% | +86.2% | +356.1% | +393.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling