+283.2%
WELL vs FOXA
+90.1%
+193.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.1% | -0.8% |
| 7D | -2.2% | -3.7% | +1.5% | -1.0% |
| 30D | +4.7% | +5.4% | -0.7% | +2.7% |
| 3M | +11.9% | -3.7% | +15.7% | +12.1% |
| 6M | +14.3% | +12.6% | +1.7% | +7.6% |
| YTD | +28.4% | -10.0% | +38.3% | +30.6% |
| 1Y | +42.3% | +15.0% | +27.3% | +31.3% |
| 3Y | +202.6% | +115.1% | +87.5% | +110.0% |
| 5Y | +206.5% | +93.0% | +113.5% | +115.5% |
| All | +283.2% | +90.1% | +193.1% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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