+228.3%
WELL vs ROK
+32.4%
+195.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.4% |
| 7D | +0.1% | -8.5% | +8.6% | +1.2% |
| 30D | +7.8% | -6.4% | +14.2% | +8.5% |
| 3M | +10.2% | -8.8% | +19.1% | +11.4% |
| 6M | +16.4% | -10.5% | +26.9% | +17.5% |
| YTD | +35.2% | +5.4% | +29.8% | +31.9% |
| 1Y | +30.5% | +5.0% | +25.5% | +27.3% |
| 3Y | +206.1% | +64.3% | +141.8% | +161.8% |
| 5Y | +228.3% | +34.0% | +194.3% | +201.4% |
| All | +228.3% | +32.4% | +195.9% | +201.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling