+1,795.4%
WELL vs VO
+822.3%
+973.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.8% | -1.5% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | +9.7% | +0.5% | +9.2% | +9.1% |
| 3M | +4.8% | -1.0% | +5.8% | +5.5% |
| 6M | +16.1% | +6.4% | +9.7% | +9.1% |
| YTD | +34.7% | +13.6% | +21.1% | +19.0% |
| 1Y | +31.9% | +14.5% | +17.5% | +15.5% |
| 3Y | +209.9% | +67.2% | +142.6% | +88.4% |
| 5Y | +226.5% | +36.1% | +190.4% | +135.8% |
| 10Y | +455.3% | +199.3% | +255.9% | +99.7% |
| All | +1,795.4% | +822.3% | +973.1% | +125.6% |
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