+19,554.2%
WELL vs ROST
+72,248.3%
-52,694.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.5% |
| 7D | +3.5% | +2.8% | +0.7% | +3.0% |
| 30D | +9.7% | +6.6% | +3.1% | +8.5% |
| 3M | +4.8% | -7.0% | +11.8% | +6.0% |
| 6M | +16.1% | +5.4% | +10.7% | +14.6% |
| YTD | +34.7% | +32.4% | +2.3% | +27.4% |
| 1Y | +31.9% | +48.4% | -16.4% | +22.2% |
| 3Y | +209.9% | +99.5% | +110.4% | +169.5% |
| 5Y | +226.5% | +109.9% | +116.7% | +176.6% |
| 10Y | +455.3% | +315.5% | +139.7% | +325.6% |
| All | +19,554.2% | +72,248.3% | -52,694.1% | +9,983.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling