+18,665.9%
WELL vs ROST
+70,186.2%
-51,520.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.0% |
| 7D | -0.8% | +0.9% | -1.7% | -1.0% |
| 30D | -0.1% | -8.9% | +8.8% | +1.5% |
| 3M | +18.0% | -0.8% | +18.9% | +18.0% |
| 6M | +15.0% | +8.5% | +6.5% | +12.9% |
| YTD | +28.6% | +28.6% | 0.0% | +22.4% |
| 1Y | +42.9% | +52.3% | -9.4% | +31.7% |
| 3Y | +203.0% | +94.8% | +108.2% | +164.7% |
| 5Y | +206.9% | +110.8% | +96.1% | +159.7% |
| 10Y | +339.5% | +304.5% | +34.9% | +238.7% |
| All | +18,665.9% | +70,186.2% | -51,520.4% | +9,582.0% |
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