+290.8%
WELL vs OSCR
-9.0%
+299.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -0.2% | +1.6% | -1.8% | -0.3% |
| 30D | +2.3% | +10.7% | -8.3% | +1.7% |
| 3M | +12.3% | +13.4% | -1.1% | +11.2% |
| 6M | +15.6% | +144.6% | -129.0% | +9.2% |
| YTD | +28.3% | +128.0% | -99.7% | +21.5% |
| 1Y | +41.9% | +68.7% | -26.7% | +35.9% |
| 3Y | +198.3% | +398.8% | -200.4% | +155.9% |
| 5Y | +206.4% | +87.3% | +119.2% | +161.3% |
| All | +290.8% | -9.0% | +299.8% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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