+339.9%
WELL vs ROIV
+287.3%
+52.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.8% |
| 7D | +3.5% | +13.3% | -9.8% | +3.1% |
| 30D | +9.7% | +14.8% | -5.1% | +9.2% |
| 3M | +4.8% | +11.9% | -7.1% | +4.3% |
| 6M | +16.1% | +42.4% | -26.3% | +14.7% |
| YTD | +34.7% | +87.4% | -52.7% | +31.8% |
| 1Y | +31.9% | +97.2% | -65.3% | +28.9% |
| 3Y | +209.9% | +375.7% | -165.8% | +196.1% |
| 5Y | +226.5% | +379.0% | -152.5% | +200.6% |
| All | +339.9% | +287.3% | +52.6% | +324.3% |
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