+455.3%
WELL vs ROP
+189.6%
+265.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +3.5% | -1.6% | +5.1% | +4.2% |
| 30D | +9.7% | +29.5% | -19.8% | -2.2% |
| 3M | +4.8% | +17.5% | -12.7% | -2.8% |
| 6M | +16.1% | +38.1% | -22.0% | -0.8% |
| YTD | +34.7% | +7.0% | +27.7% | +28.9% |
| 1Y | +31.9% | +6.5% | +25.4% | +26.4% |
| 3Y | +209.9% | -5.5% | +215.3% | +209.0% |
| 5Y | +226.5% | -0.4% | +226.9% | +212.0% |
| 10Y | +455.3% | +183.6% | +271.7% | +346.0% |
| All | +455.3% | +189.6% | +265.7% | +346.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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