+356.5%
WELL vs FLR
+17.1%
+339.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | 0.0% |
| 7D | -1.1% | -3.1% | +2.0% | -0.5% |
| 30D | +0.7% | +4.9% | -4.2% | -0.3% |
| 3M | +14.5% | +10.8% | +3.7% | +11.1% |
| 6M | +14.4% | +19.7% | -5.3% | +8.3% |
| YTD | +28.5% | +38.4% | -9.9% | +17.5% |
| 1Y | +41.8% | +34.7% | +7.1% | +29.4% |
| 3Y | +202.8% | +56.7% | +146.2% | +152.2% |
| 5Y | +208.8% | +241.6% | -32.8% | +104.2% |
| 10Y | +356.5% | +20.2% | +336.3% | +114.2% |
| All | +356.5% | +17.1% | +339.4% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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