+31.0%
WELL vs OUST
+41.3%
-10.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +2.7% | +31.9% | -29.2% | +3.7% |
| 30D | +9.8% | -4.2% | +14.1% | +10.0% |
| 3M | +5.8% | -9.3% | +15.0% | +5.8% |
| 6M | +16.2% | +51.7% | -35.4% | +16.4% |
| YTD | +34.9% | +76.6% | -41.7% | +34.4% |
| 1Y | +31.0% | +48.9% | -17.9% | +29.9% |
| All | +31.0% | +41.3% | -10.3% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling