+225.9%
WELL vs RRX
+9.8%
+216.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | +0.1% | +4.3% | -4.2% | -0.3% |
| 30D | +5.7% | +12.3% | -6.7% | +4.1% |
| 3M | +4.6% | +3.7% | +1.0% | +4.0% |
| 6M | +11.9% | -13.9% | +25.8% | +12.4% |
| YTD | +33.6% | +26.5% | +7.1% | +26.3% |
| 1Y | +29.8% | +29.3% | +0.5% | +22.1% |
| 3Y | +202.2% | +65.6% | +136.6% | +152.6% |
| All | +225.9% | +9.8% | +216.1% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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