+205.4%
WELL vs OUST
+729.1%
-523.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +2.7% | +31.9% | -29.2% | +2.8% |
| 30D | +9.8% | -4.2% | +14.1% | +9.9% |
| 3M | +5.8% | -9.3% | +15.0% | +5.8% |
| 6M | +16.2% | +51.7% | -35.4% | +15.6% |
| YTD | +34.9% | +76.6% | -41.7% | +33.8% |
| 1Y | +31.0% | +48.9% | -17.9% | +30.1% |
| 3Y | +205.4% | +675.3% | -469.8% | +179.2% |
| All | +205.4% | +729.1% | -523.7% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling