+5,348.0%
WELL vs RL
+1,366.2%
+3,981.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.6% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -0.1% | -7.8% | +7.7% | +1.8% |
| 3M | +18.0% | -4.0% | +22.0% | +18.7% |
| 6M | +15.0% | -1.9% | +16.9% | +14.2% |
| YTD | +28.6% | -0.2% | +28.8% | +26.9% |
| 1Y | +42.9% | +10.7% | +32.2% | +36.9% |
| 3Y | +203.0% | +210.8% | -7.7% | +114.3% |
| 5Y | +206.9% | +238.2% | -31.4% | +105.6% |
| 10Y | +339.5% | +313.4% | +26.1% | +164.6% |
| All | +5,348.0% | +1,366.2% | +3,981.9% | +2,177.9% |
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 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