+206.5%
WELL vs TROW
-38.9%
+245.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.2% | -3.0% | +0.8% | -1.5% |
| 30D | +4.7% | -5.5% | +10.1% | +6.1% |
| 3M | +11.9% | +2.3% | +9.7% | +11.0% |
| 6M | +14.3% | +23.9% | -9.6% | +7.9% |
| YTD | +28.4% | +7.9% | +20.5% | +25.1% |
| 1Y | +42.3% | +6.1% | +36.2% | +39.0% |
| 3Y | +202.6% | +13.8% | +188.8% | +182.8% |
| 5Y | +206.5% | -38.2% | +244.7% | +214.1% |
| All | +206.5% | -38.9% | +245.4% | +214.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling