+99.6%
USO vs WELL
+204.0%
-104.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.4% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -5.2% | +5.7% | -10.9% | -4.8% |
| 3M | +16.4% | +4.6% | +11.8% | +16.8% |
| 6M | +2.5% | +11.9% | -9.4% | +3.8% |
| YTD | +110.5% | +33.6% | +76.9% | +114.4% |
| 1Y | +108.4% | +29.8% | +78.7% | +112.2% |
| 3Y | +99.6% | +202.2% | -102.5% | +123.6% |
| All | +99.6% | +204.0% | -104.4% | +123.6% |
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