+349.9%
WELL vs RSG
+425.0%
-75.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.4% |
| 7D | -2.2% | -1.8% | -0.4% | -0.9% |
| 30D | +4.7% | +2.8% | +1.9% | +2.5% |
| 3M | +11.9% | +4.3% | +7.6% | +8.2% |
| 6M | +14.3% | -0.5% | +14.8% | +14.1% |
| YTD | +28.4% | +5.2% | +23.1% | +22.3% |
| 1Y | +42.3% | -2.1% | +44.4% | +42.9% |
| 3Y | +202.6% | +56.5% | +146.1% | +104.3% |
| 5Y | +206.5% | +89.5% | +117.0% | +69.4% |
| All | +349.9% | +425.0% | -75.1% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling