+421.0%
WELL vs FN
+753.0%
-332.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.7% | -11.8% | -1.3% |
| 7D | +4.4% | 0.0% | +4.5% | +4.1% |
| 30D | +10.8% | -34.3% | +45.1% | +15.0% |
| 3M | +4.2% | -39.9% | +44.1% | +8.6% |
| 6M | +14.0% | -51.8% | +65.8% | +20.5% |
| YTD | +33.4% | -28.1% | +61.6% | +32.2% |
| 1Y | +32.4% | -29.1% | +61.5% | +30.8% |
| 3Y | +194.7% | +102.4% | +92.3% | +133.5% |
| 5Y | +226.5% | +171.7% | +54.8% | +136.7% |
| All | +421.0% | +753.0% | -332.0% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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