+42.7%
ORCL vs WELL
+221.0%
-178.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +8.0% | +0.1% | +7.8% | +8.0% |
| 30D | -4.0% | +5.7% | -9.6% | -4.6% |
| 3M | -19.5% | +4.6% | -24.1% | -19.9% |
| 6M | -33.5% | +11.9% | -45.3% | -34.7% |
| YTD | -34.8% | +33.6% | -68.4% | -39.0% |
| 1Y | -41.6% | +29.8% | -71.4% | -44.9% |
| 3Y | +13.8% | +202.2% | -188.4% | -16.8% |
| All | +42.7% | +221.0% | -178.4% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling