+1,709.7%
WELL vs VO
+827.2%
+882.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -1.9% |
| 7D | -0.8% | -0.3% | -0.5% | -0.6% |
| 30D | -0.1% | -0.3% | +0.3% | +0.2% |
| 3M | +18.0% | +2.9% | +15.1% | +14.7% |
| 6M | +15.0% | +9.3% | +5.7% | +5.6% |
| YTD | +28.6% | +14.2% | +14.4% | +13.3% |
| 1Y | +42.9% | +15.3% | +27.7% | +24.6% |
| 3Y | +203.0% | +56.2% | +146.8% | +96.6% |
| 5Y | +206.9% | +42.4% | +164.4% | +112.4% |
| 10Y | +339.5% | +194.7% | +144.7% | +60.6% |
| All | +1,709.7% | +827.2% | +882.5% | +114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling