+443.3%
WELL vs ROP
+183.9%
+259.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.1% | -2.7% | +2.8% | +1.3% |
| 30D | +6.8% | +29.7% | -22.9% | -4.9% |
| 3M | +6.7% | +21.2% | -14.5% | -2.4% |
| 6M | +13.8% | +48.3% | -34.4% | -5.9% |
| YTD | +33.8% | +8.4% | +25.4% | +27.3% |
| 1Y | +29.6% | +6.0% | +23.6% | +24.7% |
| 3Y | +203.1% | -5.6% | +208.7% | +202.9% |
| 5Y | +223.8% | +1.3% | +222.6% | +207.1% |
| All | +443.3% | +183.9% | +259.4% | +313.0% |
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