+207.8%
WELL vs ONON
-23.0%
+230.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.0% | +0.7% |
| 7D | -1.3% | -1.7% | +0.3% | -1.2% |
| 30D | +0.5% | -27.4% | +27.9% | +3.1% |
| 3M | +19.1% | -26.5% | +45.6% | +21.8% |
| 6M | +17.0% | -34.2% | +51.2% | +20.5% |
| YTD | +29.2% | -41.3% | +70.5% | +34.2% |
| 1Y | +42.1% | -39.7% | +81.8% | +46.9% |
| 3Y | +204.5% | -7.8% | +212.4% | +193.8% |
| All | +207.8% | -23.0% | +230.8% | +191.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling