+198.7%
WELL vs RNG
+122.1%
+76.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -1.1% | -4.1% | +2.9% | -1.1% |
| 30D | +0.7% | +8.6% | -7.9% | +0.6% |
| 3M | +14.5% | +78.0% | -63.5% | +13.7% |
| 6M | +14.4% | +67.0% | -52.6% | +13.5% |
| YTD | +28.5% | +142.4% | -114.0% | +26.0% |
| 1Y | +41.8% | +120.4% | -78.7% | +39.4% |
| All | +198.7% | +122.1% | +76.6% | +187.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling