+344.4%
WELL vs FTV
+90.8%
+253.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.6% |
| 7D | -0.8% | -4.5% | +3.7% | +1.2% |
| 30D | -0.1% | -7.1% | +7.0% | +3.1% |
| 3M | +18.0% | -7.2% | +25.2% | +21.4% |
| 6M | +15.0% | -1.5% | +16.5% | +14.6% |
| YTD | +28.6% | +3.5% | +25.1% | +23.9% |
| 1Y | +42.9% | +20.3% | +22.6% | +27.4% |
| 3Y | +203.0% | -3.1% | +206.1% | +191.3% |
| 5Y | +206.9% | +2.3% | +204.5% | +180.7% |
| 10Y | +339.5% | +76.3% | +263.2% | +213.6% |
| All | +344.4% | +90.8% | +253.6% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling