+19,368.3%
WELL vs ROL
+9,562.4%
+9,805.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.4% |
| 7D | +4.4% | +9.5% | -5.1% | +1.7% |
| 30D | +10.8% | +22.9% | -12.1% | +4.2% |
| 3M | +4.2% | +3.5% | +0.7% | +2.8% |
| 6M | +14.0% | -29.4% | +43.4% | +25.4% |
| YTD | +33.4% | -36.1% | +69.5% | +50.5% |
| 1Y | +32.4% | -34.4% | +66.8% | +48.2% |
| 3Y | +194.7% | +4.0% | +190.7% | +186.3% |
| 5Y | +226.5% | +13.2% | +213.2% | +205.2% |
| 10Y | +429.8% | +219.7% | +210.2% | +250.8% |
| All | +19,368.3% | +9,562.4% | +9,805.9% | +6,256.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling