+471.8%
WELL vs O
+78.3%
+393.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +2.7% | +3.5% | -0.9% | -0.4% |
| 30D | +9.8% | +10.4% | -0.6% | +0.6% |
| 3M | +5.8% | -2.4% | +8.2% | +7.9% |
| 6M | +16.2% | -1.2% | +17.4% | +17.4% |
| YTD | +34.9% | +10.4% | +24.5% | +23.3% |
| 1Y | +31.0% | +11.4% | +19.6% | +18.7% |
| 3Y | +205.4% | +40.4% | +165.0% | +119.3% |
| 5Y | +220.8% | +12.1% | +208.7% | +180.7% |
| 10Y | +471.8% | +82.7% | +389.1% | +238.7% |
| All | +471.8% | +78.3% | +393.5% | +238.7% |
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