+203.3%
WELL vs FTV
-0.9%
+204.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -0.8% | -4.5% | +3.7% | -0.3% |
| 30D | -0.1% | -7.1% | +7.0% | +0.8% |
| 3M | +18.0% | -7.2% | +25.2% | +18.9% |
| 6M | +15.0% | -1.5% | +16.5% | +14.9% |
| YTD | +28.6% | +3.5% | +25.1% | +27.3% |
| 1Y | +42.9% | +20.3% | +22.6% | +37.7% |
| All | +203.3% | -0.9% | +204.3% | +210.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling