+328.4%
WELL vs RDW
+1.6%
+326.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -2.2% | +4.8% | -7.1% | -2.3% |
| 30D | +4.7% | -19.5% | +24.2% | +5.0% |
| 3M | +11.9% | -26.9% | +38.8% | +12.4% |
| 6M | +14.3% | +17.8% | -3.5% | +12.6% |
| YTD | +28.4% | +43.0% | -14.7% | +25.0% |
| 1Y | +42.3% | +32.1% | +10.2% | +38.3% |
| 3Y | +202.6% | +250.6% | -48.1% | +174.5% |
| 5Y | +206.5% | -6.6% | +213.1% | +172.6% |
| All | +328.4% | +1.6% | +326.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling