+10.2%
ORCL vs WELL
+195.0%
-184.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -11.2% | +4.4% | -15.6% | -10.7% |
| 30D | -18.8% | +10.8% | -29.6% | -17.9% |
| 3M | -18.8% | +4.2% | -23.0% | -18.3% |
| 6M | -39.7% | +14.0% | -53.7% | -38.9% |
| YTD | -39.6% | +33.4% | -73.1% | -40.5% |
| 1Y | -51.7% | +32.4% | -84.2% | -52.4% |
| 3Y | +10.2% | +194.7% | -184.5% | -10.4% |
| All | +10.2% | +195.0% | -184.7% | -10.4% |
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