+275.2%
RTX vs WELL
+335.2%
-60.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.2% |
| 7D | -3.1% | -1.3% | -1.8% | -2.6% |
| 30D | -10.6% | +0.5% | -11.1% | -10.9% |
| 3M | +11.6% | +19.1% | -7.4% | +3.6% |
| 6M | -4.5% | +17.0% | -21.5% | -11.0% |
| YTD | +9.6% | +29.2% | -19.6% | -2.1% |
| 1Y | +30.8% | +42.1% | -11.3% | +12.0% |
| 3Y | +152.8% | +204.5% | -51.7% | +54.6% |
| 5Y | +167.1% | +211.0% | -43.9% | +58.1% |
| 10Y | +275.2% | +337.6% | -62.4% | +83.0% |
| All | +275.2% | +335.2% | -60.0% | +83.0% |
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