+448.7%
WELL vs ROL
+218.2%
+230.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +7.8% | +20.6% | -12.8% | +2.2% |
| 3M | +10.2% | +4.5% | +5.7% | +8.6% |
| 6M | +16.4% | -26.5% | +42.9% | +26.4% |
| YTD | +35.2% | -34.8% | +70.0% | +51.4% |
| 1Y | +30.5% | -33.2% | +63.6% | +45.0% |
| 3Y | +206.1% | +4.5% | +201.6% | +197.9% |
| 5Y | +228.3% | +15.5% | +212.7% | +206.1% |
| All | +448.7% | +218.2% | +230.5% | +286.1% |
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