+341.4%
WELL vs ROIV
+298.6%
+42.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | +0.1% | +9.5% | -9.4% | -0.2% |
| 30D | +7.8% | +21.0% | -13.2% | +7.1% |
| 3M | +10.2% | +18.7% | -8.5% | +9.6% |
| 6M | +16.4% | +44.5% | -28.1% | +14.9% |
| YTD | +35.2% | +92.9% | -57.7% | +32.1% |
| 1Y | +30.5% | +100.2% | -69.8% | +27.4% |
| 3Y | +206.1% | +375.0% | -168.9% | +192.3% |
| 5Y | +228.3% | +435.2% | -206.9% | +202.2% |
| All | +341.4% | +298.6% | +42.8% | +325.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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