+298.8%
WELL vs FOXA
+99.6%
+199.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -1.5% |
| 7D | +0.1% | +2.7% | -2.6% | -0.8% |
| 30D | +5.7% | +10.0% | -4.3% | +2.2% |
| 3M | +4.6% | +5.0% | -0.4% | +2.5% |
| 6M | +11.9% | +3.4% | +8.5% | +8.9% |
| YTD | +33.6% | -5.5% | +39.1% | +33.4% |
| 1Y | +29.8% | +5.5% | +24.2% | +24.0% |
| 3Y | +202.2% | +139.3% | +62.9% | +101.1% |
| 5Y | +223.2% | +77.2% | +146.0% | +138.9% |
| All | +298.8% | +99.6% | +199.2% | +122.8% |
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