+639.7%
CEG vs WELL
+202.6%
+437.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.1% |
| 7D | +6.7% | -1.3% | +8.0% | +7.1% |
| 30D | +11.0% | +0.5% | +10.5% | +10.7% |
| 3M | +19.5% | +19.1% | +0.4% | +12.2% |
| 6M | -5.9% | +17.0% | -22.8% | -11.0% |
| YTD | -15.0% | +29.2% | -44.2% | -22.1% |
| 1Y | +0.6% | +42.1% | -41.5% | -11.1% |
| 3Y | +180.6% | +204.5% | -23.9% | +87.1% |
| All | +639.7% | +202.6% | +437.1% | +435.0% |
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 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