-24.5%
ON vs WELL
+204.6%
-229.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.0% | +1.2% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | -3.3% | -0.1% | -3.2% | -3.3% |
| 3M | -43.6% | +18.0% | -61.6% | -45.6% |
| 6M | +19.0% | +15.0% | +4.0% | +15.5% |
| YTD | +37.4% | +28.6% | +8.7% | +30.9% |
| 1Y | +54.8% | +42.9% | +11.8% | +43.7% |
| All | -24.5% | +204.6% | -229.1% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling