+19,622.0%
WELL vs NOC
+17,615.3%
+2,006.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.2% |
| 7D | +0.1% | +4.9% | -4.8% | -1.0% |
| 30D | +7.8% | +13.6% | -5.8% | +4.7% |
| 3M | +10.2% | -3.9% | +14.1% | +11.0% |
| 6M | +16.4% | +1.4% | +15.0% | +15.6% |
| YTD | +35.2% | -2.2% | +37.4% | +34.7% |
| 1Y | +30.5% | -1.2% | +31.7% | +29.7% |
| 3Y | +206.1% | +25.0% | +181.1% | +185.4% |
| 5Y | +228.3% | +66.0% | +162.3% | +182.7% |
| 10Y | +468.3% | +161.4% | +306.9% | +340.7% |
| All | +19,622.0% | +17,615.3% | +2,006.7% | +9,493.4% |
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