+548.6%
WELL vs RNG
+338.4%
+210.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.6% | -0.3% |
| 7D | +0.1% | -3.5% | +3.6% | +0.3% |
| 30D | +7.8% | -3.8% | +11.5% | +8.0% |
| 3M | +10.2% | +18.6% | -8.3% | +8.7% |
| 6M | +16.4% | +69.2% | -52.8% | +11.1% |
| YTD | +35.2% | +161.9% | -126.7% | +23.4% |
| 1Y | +30.5% | +176.2% | -145.8% | +18.5% |
| 3Y | +206.1% | +174.5% | +31.6% | +171.9% |
| 5Y | +228.3% | -71.9% | +300.2% | +240.9% |
| 10Y | +468.3% | +235.4% | +232.9% | +376.8% |
| All | +548.6% | +338.4% | +210.1% | +433.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling