+208.8%
WELL vs RRX
+16.5%
+192.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | -1.1% | -0.7% | -0.4% | -1.1% |
| 30D | +0.7% | -8.0% | +8.7% | +1.6% |
| 3M | +14.5% | -25.1% | +39.6% | +17.3% |
| 6M | +14.4% | -18.3% | +32.7% | +15.2% |
| YTD | +28.5% | +14.2% | +14.3% | +23.3% |
| 1Y | +41.8% | +13.0% | +28.7% | +35.7% |
| 3Y | +202.8% | +4.2% | +198.6% | +186.1% |
| 5Y | +208.8% | +17.9% | +190.9% | +179.6% |
| All | +208.8% | +16.5% | +192.3% | +179.6% |
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