+211.0%
WELL vs ROST
+111.1%
+99.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | +0.5% | -10.0% | +10.5% | +2.3% |
| 3M | +19.1% | +1.2% | +17.8% | +18.6% |
| 6M | +17.0% | +8.9% | +8.0% | +14.8% |
| YTD | +29.2% | +28.1% | +1.1% | +22.9% |
| 1Y | +42.1% | +53.0% | -10.8% | +30.7% |
| 3Y | +204.5% | +97.9% | +106.7% | +161.5% |
| 5Y | +211.0% | +112.0% | +99.0% | +169.8% |
| All | +211.0% | +111.1% | +99.9% | +169.8% |
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