+209.6%
WELL vs ROK
+48.2%
+161.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.2% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | -0.1% | -3.3% | +3.2% | +0.4% |
| 3M | +18.0% | -5.9% | +23.9% | +18.7% |
| 6M | +15.0% | +13.9% | +1.1% | +11.8% |
| YTD | +28.6% | +12.6% | +16.0% | +24.8% |
| 1Y | +42.9% | +28.6% | +14.3% | +35.0% |
| 3Y | +203.0% | +45.1% | +157.9% | +174.0% |
| All | +209.6% | +48.2% | +161.3% | +172.6% |
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