+349.8%
WELL vs TROW
+130.0%
+219.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.4% |
| 7D | -0.2% | -3.2% | +2.9% | +0.9% |
| 30D | +2.3% | -4.6% | +6.9% | +4.0% |
| 3M | +12.3% | -0.7% | +12.9% | +12.0% |
| 6M | +15.6% | +22.2% | -6.6% | +7.0% |
| YTD | +28.3% | +6.6% | +21.7% | +24.1% |
| 1Y | +41.9% | +5.8% | +36.1% | +37.2% |
| 3Y | +198.3% | +11.6% | +186.7% | +174.1% |
| 5Y | +206.4% | -38.9% | +245.3% | +251.8% |
| All | +349.8% | +130.0% | +219.7% | +278.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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