+356.5%
WELL vs RIG
-44.3%
+400.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -1.1% | -8.2% | +7.1% | -0.4% |
| 30D | +0.7% | -0.2% | +0.9% | +0.7% |
| 3M | +14.5% | -2.7% | +17.2% | +14.5% |
| 6M | +14.4% | -7.5% | +21.9% | +14.5% |
| YTD | +28.5% | +38.3% | -9.8% | +23.7% |
| 1Y | +41.8% | +81.8% | -40.1% | +32.7% |
| 3Y | +202.8% | -30.2% | +233.0% | +202.1% |
| 5Y | +208.8% | +59.9% | +148.9% | +169.7% |
| 10Y | +356.5% | -41.9% | +398.4% | +210.7% |
| All | +356.5% | -44.3% | +400.8% | +210.7% |
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