+455.3%
WELL vs RL
+397.7%
+57.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.9% | -0.6% |
| 7D | +3.5% | +0.2% | +3.2% | +3.3% |
| 30D | +9.7% | +7.3% | +2.4% | +7.4% |
| 3M | +4.8% | +1.0% | +3.8% | +4.1% |
| 6M | +16.1% | +11.8% | +4.3% | +11.2% |
| YTD | +34.7% | +13.6% | +21.1% | +27.6% |
| 1Y | +31.9% | +24.0% | +7.9% | +21.6% |
| 3Y | +209.9% | +256.6% | -46.7% | +94.2% |
| 5Y | +226.5% | +240.2% | -13.7% | +100.5% |
| 10Y | +455.3% | +373.0% | +82.3% | +176.8% |
| All | +455.3% | +397.7% | +57.6% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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