+4,675.7%
WELL vs RSG
+2,015.2%
+2,660.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -0.1% | +7.6% | -7.7% | -2.4% |
| 3M | +18.0% | +7.4% | +10.6% | +15.4% |
| 6M | +15.0% | -3.3% | +18.3% | +16.1% |
| YTD | +28.6% | +6.0% | +22.6% | +26.0% |
| 1Y | +42.9% | -3.7% | +46.6% | +44.1% |
| 3Y | +203.0% | +59.1% | +143.9% | +161.4% |
| 5Y | +206.9% | +89.0% | +117.9% | +150.3% |
| 10Y | +339.5% | +412.5% | -73.0% | +182.5% |
| All | +4,675.7% | +2,015.2% | +2,660.4% | +2,318.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling