+42.3%
WELL vs RNG
+120.2%
-77.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | -2.2% | -9.6% | +7.3% | -2.5% |
| 30D | +4.7% | +8.8% | -4.1% | +5.0% |
| 3M | +11.9% | +78.6% | -66.7% | +14.1% |
| 6M | +14.3% | +70.3% | -56.0% | +16.4% |
| YTD | +28.4% | +140.3% | -112.0% | +32.8% |
| 1Y | +42.3% | +126.6% | -84.3% | +45.8% |
| All | +42.3% | +120.2% | -77.9% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling