+409.0%
WELL vs OUST
-68.5%
+477.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.0% | +8.0% | -0.9% |
| 7D | +5.3% | -5.0% | +10.3% | +5.3% |
| 30D | +8.7% | -32.0% | +40.7% | +9.4% |
| 3M | +3.8% | -32.4% | +36.2% | +4.4% |
| 6M | +15.4% | +6.7% | +8.6% | +13.8% |
| YTD | +33.7% | +41.0% | -7.4% | +30.5% |
| 1Y | +33.6% | +18.0% | +15.7% | +30.9% |
| 3Y | +194.2% | +560.6% | -366.4% | +159.9% |
| 5Y | +227.0% | -55.1% | +282.1% | +206.4% |
| All | +409.0% | -68.5% | +477.6% | +386.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling