+204.5%
WELL vs FLR
+60.4%
+144.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.4% |
| 7D | -1.3% | +0.7% | -2.0% | -1.3% |
| 30D | +0.5% | -0.7% | +1.2% | +0.5% |
| 3M | +19.1% | +14.3% | +4.7% | +18.5% |
| 6M | +17.0% | +25.6% | -8.6% | +15.7% |
| YTD | +29.2% | +42.9% | -13.7% | +26.8% |
| 1Y | +42.1% | +38.7% | +3.4% | +39.4% |
| 3Y | +204.5% | +61.8% | +142.8% | +169.2% |
| All | +204.5% | +60.4% | +144.2% | +169.2% |
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 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