+356.5%
WELL vs FTV
+78.2%
+278.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | 0.0% |
| 7D | -1.1% | -1.3% | +0.1% | -0.6% |
| 30D | +0.7% | -9.5% | +10.3% | +5.3% |
| 3M | +14.5% | -10.9% | +25.4% | +20.0% |
| 6M | +14.4% | -0.6% | +15.0% | +13.5% |
| YTD | +28.5% | +1.4% | +27.0% | +24.8% |
| 1Y | +41.8% | +17.6% | +24.1% | +27.5% |
| 3Y | +202.8% | -3.3% | +206.1% | +190.4% |
| 5Y | +208.8% | -0.1% | +209.0% | +185.5% |
| 10Y | +356.5% | +82.5% | +274.0% | +230.1% |
| All | +356.5% | +78.2% | +278.3% | +230.1% |
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