+473.8%
WELL vs FTV
+107.5%
+366.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | 0.0% |
| 7D | +3.0% | +1.4% | +1.7% | +2.4% |
| 30D | +10.2% | +18.3% | -8.1% | +2.0% |
| 3M | +6.1% | +9.8% | -3.7% | +1.4% |
| 6M | +16.6% | +12.3% | +4.3% | +9.7% |
| YTD | +35.3% | +23.1% | +12.3% | +20.1% |
| 1Y | +31.5% | +32.5% | -1.1% | +12.2% |
| 3Y | +206.5% | +38.3% | +168.1% | +144.5% |
| 5Y | +222.0% | +16.8% | +205.1% | +178.3% |
| 10Y | +473.8% | +106.6% | +367.2% | +284.7% |
| All | +473.8% | +107.5% | +366.3% | +284.7% |
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