+211.0%
WELL vs NOC
+56.8%
+154.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -1.3% | -2.7% | +1.4% | -0.9% |
| 30D | +0.5% | -8.9% | +9.4% | +1.9% |
| 3M | +19.1% | -3.7% | +22.7% | +19.5% |
| 6M | +17.0% | -30.8% | +47.8% | +23.1% |
| YTD | +29.2% | -7.9% | +37.1% | +30.2% |
| 1Y | +42.1% | -9.4% | +51.6% | +43.4% |
| 3Y | +204.5% | +29.0% | +175.6% | +187.3% |
| 5Y | +211.0% | +56.1% | +154.9% | +182.0% |
| All | +211.0% | +56.8% | +154.2% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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