+205.7%
WELL vs RL
+257.6%
-51.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +0.1% | -4.4% | +4.5% | +0.4% |
| 30D | +7.8% | +5.6% | +2.2% | +7.3% |
| 3M | +10.2% | -0.6% | +10.9% | +10.2% |
| 6M | +16.4% | +15.5% | +0.9% | +14.9% |
| YTD | +35.2% | +12.3% | +22.8% | +33.5% |
| 1Y | +30.5% | +19.3% | +11.1% | +28.2% |
| All | +205.7% | +257.6% | -51.9% | +175.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling