+1,777.5%
WELL vs VO
+797.8%
+979.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | 0.0% |
| 7D | +4.4% | -2.6% | +7.0% | +6.8% |
| 30D | +10.8% | -0.9% | +11.8% | +11.6% |
| 3M | +4.2% | -3.0% | +7.2% | +6.8% |
| 6M | +14.0% | +2.2% | +11.8% | +11.1% |
| YTD | +33.4% | +10.6% | +22.9% | +20.8% |
| 1Y | +32.4% | +12.5% | +19.9% | +17.8% |
| 3Y | +194.7% | +61.4% | +133.4% | +85.1% |
| 5Y | +226.5% | +33.4% | +193.0% | +139.9% |
| 10Y | +429.8% | +201.5% | +228.3% | +89.3% |
| All | +1,777.5% | +797.8% | +979.7% | +129.0% |
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