+349.9%
WELL vs OMC
+35.0%
+315.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.6% |
| 7D | -2.2% | -6.2% | +4.0% | +0.1% |
| 30D | +4.7% | -7.6% | +12.2% | +7.6% |
| 3M | +11.9% | +7.4% | +4.5% | +8.1% |
| 6M | +14.3% | +0.1% | +14.1% | +12.9% |
| YTD | +28.4% | +0.4% | +27.9% | +25.0% |
| 1Y | +42.3% | +7.8% | +34.5% | +33.5% |
| 3Y | +202.6% | +11.8% | +190.7% | +166.6% |
| 5Y | +206.5% | +32.5% | +174.1% | +133.1% |
| All | +349.9% | +35.0% | +315.0% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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