+227.0%
WELL vs FN
+148.3%
+78.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -14.2% | +13.2% | -0.4% |
| 7D | +5.3% | -16.0% | +21.2% | +6.0% |
| 30D | +8.7% | -40.1% | +48.8% | +11.3% |
| 3M | +3.8% | -43.9% | +47.7% | +6.4% |
| 6M | +15.4% | -55.6% | +71.0% | +19.3% |
| YTD | +33.7% | -35.7% | +69.3% | +33.4% |
| 1Y | +33.6% | -39.8% | +73.5% | +33.6% |
| 3Y | +194.2% | +80.3% | +113.9% | +151.6% |
| 5Y | +227.0% | +143.3% | +83.7% | +162.6% |
| All | +227.0% | +148.3% | +78.7% | +162.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling