+18,665.9%
WELL vs ROK
+15,847.2%
+2,818.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.4% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -0.1% | -3.3% | +3.2% | +0.7% |
| 3M | +18.0% | -5.9% | +23.9% | +19.2% |
| 6M | +15.0% | +13.9% | +1.1% | +10.1% |
| YTD | +28.6% | +12.6% | +16.0% | +22.9% |
| 1Y | +42.9% | +28.6% | +14.3% | +31.6% |
| 3Y | +203.0% | +45.1% | +157.9% | +161.9% |
| 5Y | +206.9% | +45.6% | +161.3% | +160.0% |
| 10Y | +339.5% | +345.0% | -5.6% | +175.6% |
| All | +18,665.9% | +15,847.2% | +2,818.7% | +6,943.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling