+206.5%
WELL vs FLR
+47.2%
+159.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +3.0% | +5.1% | -2.1% | +3.0% |
| 30D | +10.2% | -0.5% | +10.7% | +10.3% |
| 3M | +6.1% | -3.5% | +9.6% | +6.2% |
| 6M | +16.6% | +16.5% | +0.2% | +16.0% |
| YTD | +35.3% | +27.3% | +8.1% | +33.9% |
| 1Y | +31.5% | +10.6% | +20.8% | +30.7% |
| 3Y | +206.5% | +39.4% | +167.1% | +177.9% |
| All | +206.5% | +47.2% | +159.3% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling