+436.5%
CARR vs WELL
+765.6%
-329.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +3.2% | -1.3% | +4.6% | +3.6% |
| 30D | -7.7% | +0.5% | -8.2% | -7.9% |
| 3M | -11.9% | +19.1% | -31.0% | -16.4% |
| 6M | +2.0% | +17.0% | -14.9% | -2.8% |
| YTD | +13.2% | +29.2% | -16.0% | +4.7% |
| 1Y | -8.5% | +42.1% | -50.7% | -17.9% |
| 3Y | +5.0% | +204.5% | -199.6% | -26.1% |
| 5Y | +12.0% | +211.0% | -199.0% | -22.7% |
| All | +436.5% | +765.6% | -329.2% | +212.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling