+1,035.9%
WELL vs FN
+3,020.0%
-1,984.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.0% | +8.8% | +3.4% |
| 7D | +9.2% | -7.0% | +16.1% | +9.7% |
| 30D | +10.6% | -24.7% | +35.4% | +13.2% |
| 3M | +7.5% | -35.7% | +43.2% | +11.1% |
| 6M | +15.0% | -52.4% | +67.4% | +21.4% |
| YTD | +35.0% | -25.0% | +60.0% | +34.1% |
| 1Y | +36.5% | -25.7% | +62.2% | +35.1% |
| 3Y | +197.3% | +110.2% | +87.1% | +149.3% |
| 5Y | +247.4% | +192.3% | +55.0% | +173.4% |
| 10Y | +436.3% | +812.3% | -376.0% | +263.9% |
| All | +1,035.9% | +3,020.0% | -1,984.1% | +597.6% |
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 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