+18,665.9%
WELL vs NOC
+16,458.4%
+2,207.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -1.5% |
| 7D | -0.8% | -5.2% | +4.4% | +0.4% |
| 30D | -0.1% | -7.2% | +7.1% | +1.5% |
| 3M | +18.0% | -5.1% | +23.1% | +19.1% |
| 6M | +15.0% | -31.1% | +46.1% | +24.4% |
| YTD | +28.6% | -8.6% | +37.2% | +30.3% |
| 1Y | +42.9% | -9.7% | +52.6% | +45.0% |
| 3Y | +203.0% | +24.3% | +178.7% | +182.5% |
| 5Y | +206.9% | +52.6% | +154.3% | +169.1% |
| 10Y | +339.5% | +183.6% | +155.9% | +235.8% |
| All | +18,665.9% | +16,458.4% | +2,207.5% | +9,175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling