+408.2%
WELL vs OUST
-64.1%
+472.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.0% | -14.2% | -0.4% |
| 7D | +4.4% | +17.0% | -12.6% | +4.1% |
| 30D | +10.8% | -16.5% | +27.3% | +11.1% |
| 3M | +4.2% | -23.7% | +27.9% | +4.5% |
| 6M | +14.0% | +18.4% | -4.4% | +12.3% |
| YTD | +33.4% | +60.8% | -27.4% | +29.9% |
| 1Y | +32.4% | +44.2% | -11.8% | +29.2% |
| 3Y | +194.7% | +668.1% | -473.4% | +159.5% |
| 5Y | +226.5% | -48.8% | +275.3% | +205.1% |
| All | +408.2% | -64.1% | +472.3% | +384.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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