+356.5%
WELL vs ROST
+299.2%
+57.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | -1.1% | -2.2% | +1.1% | -0.2% |
| 30D | +0.7% | -11.4% | +12.2% | +5.6% |
| 3M | +14.5% | -1.6% | +16.2% | +14.6% |
| 6M | +14.4% | +6.8% | +7.6% | +10.2% |
| YTD | +28.5% | +25.8% | +2.7% | +15.1% |
| 1Y | +41.8% | +52.4% | -10.6% | +16.7% |
| 3Y | +202.8% | +94.4% | +108.4% | +116.4% |
| 5Y | +208.8% | +108.2% | +100.6% | +103.5% |
| 10Y | +356.5% | +308.5% | +48.0% | +149.6% |
| All | +356.5% | +299.2% | +57.4% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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