+10,233.2%
WELL vs ROP
+29,884.4%
-19,651.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.5% |
| 7D | +4.4% | +2.1% | +2.3% | +3.9% |
| 30D | +10.8% | +32.9% | -22.1% | +3.6% |
| 3M | +4.2% | +20.0% | -15.8% | -0.4% |
| 6M | +14.0% | +36.4% | -22.4% | +5.3% |
| YTD | +33.4% | +7.8% | +25.6% | +29.5% |
| 1Y | +32.4% | +8.0% | +24.4% | +28.4% |
| 3Y | +194.7% | -3.5% | +198.2% | +192.0% |
| 5Y | +226.5% | +1.5% | +225.0% | +218.7% |
| 10Y | +429.8% | +198.5% | +231.4% | +312.5% |
| All | +10,233.2% | +29,884.4% | -19,651.1% | +5,042.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling