+592.8%
ON vs WELL
+342.5%
+250.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.7% |
| 7D | -2.2% | -1.3% | -0.8% | -1.6% |
| 30D | -12.4% | +0.5% | -12.9% | -12.8% |
| 3M | -41.2% | +19.1% | -60.3% | -46.8% |
| 6M | +25.0% | +17.0% | +8.0% | +13.7% |
| YTD | +31.3% | +29.2% | +2.1% | +13.5% |
| 1Y | +45.4% | +42.1% | +3.3% | +19.0% |
| 3Y | -27.4% | +204.5% | -232.0% | -61.5% |
| 5Y | +58.5% | +211.0% | -152.5% | -18.5% |
| All | +592.8% | +342.5% | +250.3% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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