+359.1%
WELL vs VO
+195.4%
+163.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +1.0% |
| 7D | -1.3% | +0.6% | -1.9% | -1.9% |
| 30D | +0.5% | -1.1% | +1.6% | +1.4% |
| 3M | +19.1% | +4.5% | +14.5% | +14.2% |
| 6M | +17.0% | +11.1% | +5.9% | +5.9% |
| YTD | +29.2% | +13.5% | +15.7% | +14.3% |
| 1Y | +42.1% | +14.5% | +27.7% | +24.4% |
| 3Y | +204.5% | +58.1% | +146.4% | +91.8% |
| 5Y | +211.0% | +43.3% | +167.7% | +112.0% |
| All | +359.1% | +195.4% | +163.8% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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