+5,349.5%
WELL vs FLR
+603.8%
+4,745.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.3% | -1.5% |
| 7D | -0.8% | +5.4% | -6.2% | -2.0% |
| 30D | -0.1% | +11.4% | -11.5% | -3.0% |
| 3M | +18.0% | +11.4% | +6.6% | +13.8% |
| 6M | +15.0% | +16.6% | -1.6% | +8.7% |
| YTD | +28.6% | +41.7% | -13.1% | +15.8% |
| 1Y | +42.9% | +35.4% | +7.5% | +29.0% |
| 3Y | +203.0% | +57.3% | +145.7% | +148.7% |
| 5Y | +206.9% | +241.0% | -34.1% | +99.0% |
| 10Y | +339.5% | +16.6% | +322.8% | +182.2% |
| All | +5,349.5% | +603.8% | +4,745.7% | +2,718.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling