+42.1%
WELL vs ROL
-37.3%
+79.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.1% |
| 7D | -1.3% | -3.4% | +2.1% | -0.5% |
| 30D | +0.5% | -6.9% | +7.5% | +2.2% |
| 3M | +19.1% | -24.6% | +43.7% | +27.7% |
| 6M | +17.0% | -39.5% | +56.5% | +31.2% |
| YTD | +29.2% | -41.1% | +70.3% | +44.3% |
| 1Y | +42.1% | -37.9% | +80.1% | +56.4% |
| All | +42.1% | -37.3% | +79.4% | +56.4% |
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