+36.5%
WELL vs ROL
-34.1%
+70.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | +0.1% | +2.2% |
| 7D | +9.2% | +14.6% | -5.4% | +6.0% |
| 30D | +10.6% | +29.3% | -18.6% | +4.9% |
| 3M | +7.5% | +2.0% | +5.5% | +7.1% |
| 6M | +15.0% | -28.5% | +43.6% | +24.3% |
| YTD | +35.0% | -35.3% | +70.4% | +45.9% |
| 1Y | +36.5% | -34.7% | +71.2% | +48.6% |
| All | +36.5% | -34.1% | +70.6% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling