+421.5%
CARR vs WELL
+759.7%
-338.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | -3.8% | -0.2% | -3.5% | -3.7% |
| 30D | -8.9% | +2.3% | -11.2% | -9.5% |
| 3M | -17.3% | +12.3% | -29.6% | -20.2% |
| 6M | -1.4% | +15.6% | -17.0% | -5.8% |
| YTD | +10.0% | +28.3% | -18.3% | +2.0% |
| 1Y | -6.4% | +41.9% | -48.3% | -15.9% |
| 3Y | +1.5% | +198.3% | -196.8% | -28.1% |
| 5Y | +9.3% | +206.4% | -197.1% | -24.3% |
| All | +421.5% | +759.7% | -338.2% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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