+226.0%
WELL vs RVMD
+644.5%
-418.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.0% |
| 7D | -0.8% | +1.0% | -1.8% | -0.9% |
| 30D | -0.1% | +6.4% | -6.5% | -1.0% |
| 3M | +18.0% | +34.9% | -16.9% | +13.0% |
| 6M | +15.0% | +107.6% | -92.6% | +2.3% |
| YTD | +28.6% | +163.7% | -135.1% | +9.2% |
| 1Y | +42.9% | +439.2% | -396.3% | +8.3% |
| 3Y | +203.0% | +499.2% | -296.2% | +114.9% |
| 5Y | +206.9% | +621.7% | -414.8% | +95.9% |
| All | +226.0% | +644.5% | -418.5% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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