+5,551.9%
WELL vs RL
+1,476.5%
+4,075.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +4.4% | -4.2% | +8.6% | +5.5% |
| 30D | +10.8% | +4.3% | +6.5% | +9.5% |
| 3M | +4.2% | -4.6% | +8.8% | +5.1% |
| 6M | +14.0% | +1.7% | +12.3% | +12.4% |
| YTD | +33.4% | +7.3% | +26.1% | +29.0% |
| 1Y | +32.4% | +20.8% | +11.6% | +24.1% |
| 3Y | +194.7% | +247.0% | -52.2% | +102.4% |
| 5Y | +226.5% | +225.5% | +1.0% | +121.8% |
| 10Y | +429.8% | +363.0% | +66.8% | +209.9% |
| All | +5,551.9% | +1,476.5% | +4,075.4% | +2,216.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling