+225.8%
WELL vs ROP
+1.1%
+224.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.6% |
| 7D | +4.4% | +2.1% | +2.3% | +3.8% |
| 30D | +10.8% | +32.9% | -22.1% | +2.3% |
| 3M | +4.2% | +20.0% | -15.8% | -1.1% |
| 6M | +14.0% | +36.4% | -22.4% | +3.8% |
| YTD | +33.4% | +7.8% | +25.6% | +32.2% |
| 1Y | +32.4% | +8.0% | +24.4% | +31.0% |
| 3Y | +194.7% | -3.5% | +198.2% | +198.8% |
| All | +225.8% | +1.1% | +224.7% | +216.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling