+349.8%
WELL vs RNG
+222.9%
+126.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -0.2% | -6.1% | +5.9% | +0.2% |
| 30D | +2.3% | +9.6% | -7.3% | +1.6% |
| 3M | +12.3% | +83.3% | -71.1% | +6.8% |
| 6M | +15.6% | +77.9% | -62.4% | +9.5% |
| YTD | +28.3% | +139.9% | -111.6% | +17.6% |
| 1Y | +41.9% | +121.7% | -79.7% | +30.7% |
| 3Y | +198.3% | +121.9% | +76.5% | +168.2% |
| 5Y | +206.4% | -68.4% | +274.8% | +217.7% |
| All | +349.8% | +222.9% | +126.9% | +273.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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