+201.1%
WELL vs RDW
-9.1%
+210.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +170.5% |
| All | +201.1% | -9.1% | +210.1% | +161.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling