+32.4%
WELL vs RL
+16.8%
+15.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +4.4% | -4.2% | +8.6% | +4.8% |
| 30D | +10.8% | +4.3% | +6.5% | +10.6% |
| 3M | +4.2% | -4.6% | +8.8% | +4.4% |
| 6M | +14.0% | +1.7% | +12.3% | +14.4% |
| YTD | +33.4% | +7.3% | +26.1% | +32.0% |
| 1Y | +32.4% | +20.8% | +11.6% | +29.6% |
| All | +32.4% | +16.8% | +15.7% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling