+210.9%
WELL vs FRSH
-72.5%
+283.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.2% | -6.6% | +6.4% | +0.1% |
| 30D | +2.3% | +2.1% | +0.2% | +2.1% |
| 3M | +12.3% | +29.0% | -16.7% | +10.4% |
| 6M | +15.6% | +48.6% | -33.0% | +12.3% |
| YTD | +28.3% | -2.9% | +31.3% | +28.2% |
| 1Y | +41.9% | -7.9% | +49.8% | +42.2% |
| 3Y | +198.3% | -46.5% | +244.9% | +207.9% |
| All | +210.9% | -72.5% | +283.4% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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