+19,391.6%
WELL vs ROK
+14,694.8%
+4,696.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.1% | +7.1% | -7.0% | -1.6% |
| 30D | +5.7% | -5.0% | +10.6% | +6.5% |
| 3M | +4.6% | -9.4% | +14.0% | +6.7% |
| 6M | +11.9% | -11.0% | +22.9% | +13.9% |
| YTD | +33.6% | +4.4% | +29.1% | +29.5% |
| 1Y | +29.8% | +7.4% | +22.4% | +24.7% |
| 3Y | +202.2% | +61.0% | +141.2% | +152.5% |
| 5Y | +223.2% | +30.4% | +192.8% | +180.9% |
| 10Y | +461.7% | +264.8% | +196.9% | +268.5% |
| All | +19,391.6% | +14,694.8% | +4,696.8% | +7,317.4% |
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 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