+212.9%
WELL vs OUST
-56.2%
+269.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.1% |
| 7D | -0.8% | +5.2% | -6.0% | -0.9% |
| 30D | -0.1% | -19.3% | +19.2% | +0.3% |
| 3M | +18.0% | -22.6% | +40.7% | +18.0% |
| 6M | +15.0% | +62.8% | -47.8% | +12.3% |
| YTD | +28.6% | +68.3% | -39.7% | +25.2% |
| 1Y | +42.9% | +28.5% | +14.4% | +39.6% |
| 3Y | +203.0% | +554.0% | -351.0% | +166.2% |
| All | +212.9% | -56.2% | +269.0% | +185.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling