+7,892.4%
WELL vs RIG
-40.2%
+7,932.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.8% | -1.8% |
| 7D | -0.8% | +0.9% | -1.7% | -0.9% |
| 30D | -0.1% | +13.8% | -13.9% | -1.4% |
| 3M | +18.0% | -6.4% | +24.4% | +18.4% |
| 6M | +15.0% | -8.2% | +23.2% | +15.2% |
| YTD | +28.6% | +41.6% | -13.0% | +23.2% |
| 1Y | +42.9% | +88.7% | -45.8% | +32.7% |
| 3Y | +203.0% | -30.9% | +233.9% | +201.4% |
| 5Y | +206.9% | +57.7% | +149.2% | +167.6% |
| 10Y | +339.5% | -39.3% | +378.7% | +244.5% |
| All | +7,892.4% | -40.2% | +7,932.6% | +6,431.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling