+443.3%
WELL vs FTV
+109.0%
+334.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.1% | +3.7% | -3.6% | -1.5% |
| 30D | +6.8% | +16.8% | -10.0% | -0.6% |
| 3M | +6.7% | +10.4% | -3.7% | +1.7% |
| 6M | +13.8% | +12.8% | +1.0% | +6.8% |
| YTD | +33.8% | +23.3% | +10.5% | +18.7% |
| 1Y | +29.6% | +31.0% | -1.4% | +11.3% |
| 3Y | +203.1% | +38.6% | +164.5% | +141.6% |
| 5Y | +223.8% | +17.6% | +206.3% | +178.9% |
| All | +443.3% | +109.0% | +334.3% | +265.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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