+442.3%
WELL vs RIG
-46.1%
+488.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.5% |
| 7D | +0.1% | +5.7% | -5.6% | -0.4% |
| 30D | +5.7% | -0.7% | +6.4% | +5.5% |
| 3M | +4.6% | -3.1% | +7.8% | +4.5% |
| 6M | +11.9% | -16.3% | +28.2% | +12.8% |
| YTD | +33.6% | +34.1% | -0.6% | +28.5% |
| 1Y | +29.8% | +38.2% | -8.4% | +24.4% |
| 3Y | +202.2% | -15.3% | +217.4% | +194.8% |
| 5Y | +223.2% | +62.5% | +160.8% | +181.4% |
| All | +442.3% | -46.1% | +488.4% | +285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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