+9,860.4%
WELL vs ROP
+25,523.2%
-15,662.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -1.2% |
| 7D | -0.8% | -4.4% | +3.6% | +0.2% |
| 30D | -0.1% | +3.2% | -3.3% | -0.9% |
| 3M | +18.0% | +23.1% | -5.0% | +12.2% |
| 6M | +15.0% | +13.3% | +1.7% | +11.0% |
| YTD | +28.6% | -7.9% | +36.5% | +29.8% |
| 1Y | +42.9% | -22.1% | +65.0% | +49.8% |
| 3Y | +203.0% | -16.8% | +219.8% | +211.5% |
| 5Y | +206.9% | -13.5% | +220.4% | +211.3% |
| 10Y | +339.5% | +137.7% | +201.8% | +260.6% |
| All | +9,860.4% | +25,523.2% | -15,662.8% | +5,053.0% |
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 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