+211.0%
WELL vs FLR
+248.0%
-37.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.4% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | +0.5% | -0.7% | +1.2% | +0.5% |
| 3M | +19.1% | +14.3% | +4.7% | +17.4% |
| 6M | +17.0% | +25.6% | -8.6% | +13.8% |
| YTD | +29.2% | +42.9% | -13.7% | +23.8% |
| 1Y | +42.1% | +38.7% | +3.4% | +36.1% |
| 3Y | +204.5% | +61.8% | +142.8% | +171.5% |
| 5Y | +211.0% | +254.1% | -43.1% | +143.3% |
| All | +211.0% | +248.0% | -37.0% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling