+225.9%
WELL vs ROL
+15.7%
+210.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.0% |
| 7D | +0.1% | +3.0% | -2.9% | -0.8% |
| 30D | +5.7% | +19.8% | -14.1% | -0.1% |
| 3M | +4.6% | +7.9% | -3.3% | +1.9% |
| 6M | +11.9% | -25.6% | +37.5% | +22.4% |
| YTD | +33.6% | -34.1% | +67.7% | +51.3% |
| 1Y | +29.8% | -31.4% | +61.2% | +44.9% |
| 3Y | +202.2% | +4.7% | +197.5% | +191.5% |
| All | +225.9% | +15.7% | +210.3% | +205.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling