-34.5%
RBLX vs WELL
+271.1%
-305.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.1% | -0.2% | +5.3% | +5.1% |
| 30D | +28.0% | +2.3% | +25.7% | +27.1% |
| 3M | +4.6% | +12.3% | -7.6% | +0.5% |
| 6M | -24.7% | +15.6% | -40.2% | -28.8% |
| YTD | -43.8% | +28.3% | -72.2% | -49.0% |
| 1Y | -65.8% | +41.9% | -107.7% | -70.2% |
| 3Y | +59.4% | +198.3% | -139.0% | +0.1% |
| 5Y | -48.2% | +206.4% | -254.6% | -68.8% |
| All | -34.5% | +271.1% | -305.6% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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