+18,644.4%
WELL vs IFF
+833.5%
+17,811.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.1% |
| 7D | -1.1% | -3.0% | +1.9% | -0.2% |
| 30D | +0.7% | -0.9% | +1.7% | +1.0% |
| 3M | +14.5% | +11.8% | +2.7% | +10.0% |
| 6M | +14.4% | +16.5% | -2.1% | +7.4% |
| YTD | +28.5% | +26.5% | +2.0% | +17.0% |
| 1Y | +41.8% | +32.7% | +9.1% | +26.8% |
| 3Y | +202.8% | +32.0% | +170.8% | +164.8% |
| 5Y | +208.8% | -36.1% | +244.9% | +232.6% |
| 10Y | +356.5% | -20.1% | +376.6% | +345.5% |
| All | +18,644.4% | +833.5% | +17,811.0% | +10,418.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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