+356.5%
WELL vs O
+49.9%
+306.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.7% |
| 7D | -1.1% | -2.3% | +1.1% | +0.9% |
| 30D | +0.7% | -2.4% | +3.2% | +2.9% |
| 3M | +14.5% | -0.6% | +15.1% | +15.1% |
| 6M | +14.4% | -5.0% | +19.4% | +19.8% |
| YTD | +28.5% | +10.4% | +18.1% | +17.7% |
| 1Y | +41.8% | +6.6% | +35.2% | +33.7% |
| 3Y | +202.8% | +28.4% | +174.4% | +135.8% |
| 5Y | +208.8% | +15.3% | +193.5% | +163.1% |
| 10Y | +356.5% | +55.3% | +301.2% | +208.4% |
| All | +356.5% | +49.9% | +306.6% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling