+356.5%
WELL vs ROP
+132.1%
+224.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | 0.0% |
| 7D | -1.1% | -6.1% | +5.0% | +1.6% |
| 30D | +0.7% | -3.4% | +4.1% | +2.1% |
| 3M | +14.5% | +16.7% | -2.2% | +6.1% |
| 6M | +14.4% | +8.1% | +6.3% | +9.1% |
| YTD | +28.5% | -11.7% | +40.1% | +34.1% |
| 1Y | +41.8% | -24.2% | +66.0% | +59.4% |
| 3Y | +202.8% | -19.0% | +221.8% | +222.6% |
| 5Y | +208.8% | -15.9% | +224.7% | +217.0% |
| 10Y | +356.5% | +135.7% | +220.8% | +246.9% |
| All | +356.5% | +132.1% | +224.4% | +246.9% |
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