+205.7%
WELL vs ONON
-22.6%
+228.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -0.2% | -2.1% | +1.8% | -0.1% |
| 30D | +2.3% | -11.6% | +13.9% | +3.4% |
| 3M | +12.3% | -30.1% | +42.4% | +15.4% |
| 6M | +15.6% | -30.5% | +46.1% | +18.5% |
| YTD | +28.3% | -41.0% | +69.3% | +33.3% |
| 1Y | +41.9% | -36.7% | +78.6% | +46.0% |
| 3Y | +198.3% | -8.6% | +206.9% | +188.1% |
| All | +205.7% | -22.6% | +228.3% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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