+326.0%
CAT vs WELL
+207.3%
+118.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.3% |
| 7D | +1.7% | -0.8% | +2.5% | +1.9% |
| 30D | -6.6% | -0.1% | -6.5% | -6.6% |
| 3M | -13.3% | +18.0% | -31.3% | -18.0% |
| 6M | +11.6% | +15.0% | -3.4% | +6.3% |
| YTD | +42.9% | +28.6% | +14.3% | +31.6% |
| 1Y | +95.4% | +42.9% | +52.5% | +73.1% |
| 3Y | +196.6% | +203.0% | -6.4% | +92.9% |
| All | +326.0% | +207.3% | +118.6% | +176.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling