+356.5%
WELL vs ROK
+343.9%
+12.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | +0.7% | -1.8% | +2.5% | +1.2% |
| 3M | +14.5% | -7.2% | +21.7% | +16.4% |
| 6M | +14.4% | +14.2% | +0.3% | +8.2% |
| YTD | +28.5% | +10.6% | +17.9% | +22.0% |
| 1Y | +41.8% | +25.9% | +15.9% | +28.4% |
| 3Y | +202.8% | +50.8% | +152.0% | +146.0% |
| 5Y | +208.8% | +47.0% | +161.8% | +146.3% |
| 10Y | +356.5% | +354.9% | +1.6% | +168.2% |
| All | +356.5% | +343.9% | +12.6% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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