+981.7%
WELL vs FN
+3,620.5%
-2,638.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.4% |
| 7D | -0.8% | -1.7% | +0.9% | -0.7% |
| 30D | -0.1% | -22.0% | +21.9% | +2.0% |
| 3M | +18.0% | -43.0% | +61.0% | +23.5% |
| 6M | +15.0% | -27.7% | +42.7% | +16.3% |
| YTD | +28.6% | -10.5% | +39.1% | +26.4% |
| 1Y | +42.9% | +12.5% | +30.4% | +36.0% |
| 3Y | +203.0% | +153.8% | +49.2% | +150.8% |
| 5Y | +206.9% | +288.0% | -81.1% | +135.3% |
| 10Y | +339.5% | +906.4% | -566.9% | +196.7% |
| All | +981.7% | +3,620.5% | -2,638.8% | +557.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling