+198.7%
WELL vs RSG
+57.5%
+141.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.8% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +0.7% | +3.7% | -2.9% | -1.0% |
| 3M | +14.5% | +6.2% | +8.4% | +11.2% |
| 6M | +14.4% | -2.8% | +17.2% | +15.5% |
| YTD | +28.5% | +5.9% | +22.6% | +24.3% |
| 1Y | +41.8% | -1.8% | +43.5% | +42.4% |
| All | +198.7% | +57.5% | +141.2% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling