+356.5%
WELL vs ROL
+205.3%
+151.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -1.1% | -3.3% | +2.1% | -0.2% |
| 30D | +0.7% | -7.2% | +8.0% | +2.8% |
| 3M | +14.5% | -27.0% | +41.5% | +24.8% |
| 6M | +14.4% | -39.5% | +53.9% | +31.4% |
| YTD | +28.5% | -41.8% | +70.3% | +48.7% |
| 1Y | +41.8% | -38.9% | +80.6% | +61.5% |
| 3Y | +202.8% | -0.4% | +203.2% | +199.2% |
| 5Y | +208.8% | -4.2% | +213.0% | +202.8% |
| 10Y | +356.5% | +208.2% | +148.3% | +249.0% |
| All | +356.5% | +205.3% | +151.2% | +249.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling