+220.8%
WELL vs ROST
+111.4%
+109.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +2.7% | +3.2% | -0.5% | +2.1% |
| 30D | +9.8% | +7.4% | +2.4% | +8.4% |
| 3M | +5.8% | -6.1% | +11.8% | +6.8% |
| 6M | +16.2% | +6.2% | +10.0% | +14.6% |
| YTD | +34.9% | +33.4% | +1.4% | +27.3% |
| 1Y | +31.0% | +48.8% | -17.8% | +21.0% |
| 3Y | +205.4% | +99.5% | +105.9% | +161.9% |
| 5Y | +220.8% | +112.7% | +108.2% | +187.3% |
| All | +220.8% | +111.4% | +109.4% | +187.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling