+328.2%
WELL vs RDW
-0.7%
+328.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | -0.2% | +0.9% | -1.1% | -0.3% |
| 30D | +2.3% | -21.3% | +23.6% | +2.7% |
| 3M | +12.3% | -37.9% | +50.1% | +13.1% |
| 6M | +15.6% | +12.3% | +3.3% | +14.0% |
| YTD | +28.3% | +39.7% | -11.4% | +25.0% |
| 1Y | +41.9% | +25.7% | +16.2% | +38.1% |
| 3Y | +198.3% | +230.8% | -32.5% | +171.1% |
| 5Y | +206.4% | -8.8% | +215.2% | +172.6% |
| All | +328.2% | -0.7% | +328.9% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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