+198.3%
WELL vs OSCR
+401.8%
-203.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.9% |
| 3M | +12.3% | +13.4% | -1.1% | +11.6% |
| 6M | +15.6% | +144.6% | -129.0% | +11.4% |
| YTD | +28.3% | +128.0% | -99.7% | +23.8% |
| 1Y | +41.9% | +68.7% | -26.7% | +38.0% |
| 3Y | +198.3% | +398.8% | -200.4% | +155.6% |
| All | +198.3% | +401.8% | -203.5% | +155.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling