+0.1%
CARR vs WELL
+201.0%
-200.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -4.1% | -2.2% | -1.9% | -3.7% |
| 30D | -11.0% | +4.7% | -15.7% | -11.9% |
| 3M | -16.4% | +11.9% | -28.3% | -18.7% |
| 6M | -2.4% | +14.3% | -16.7% | -5.7% |
| YTD | +8.4% | +28.4% | -19.9% | +2.2% |
| 1Y | -8.0% | +42.3% | -50.3% | -15.6% |
| All | +0.1% | +201.0% | -200.9% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling