+2,029.3%
CLS vs WELL
+464.2%
+1,565.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.0% |
| 7D | +23.5% | +0.1% | +23.4% | +23.5% |
| 30D | -28.9% | +6.8% | -35.7% | -31.3% |
| 3M | -25.2% | +6.7% | -31.9% | -27.6% |
| 6M | -32.1% | +13.8% | -45.9% | -37.1% |
| YTD | -14.1% | +33.8% | -47.9% | -26.0% |
| 1Y | -24.1% | +29.6% | -53.7% | -33.7% |
| 3Y | +897.0% | +203.1% | +693.9% | +486.8% |
| 5Y | +2,089.9% | +223.8% | +1,866.1% | +1,127.9% |
| All | +2,029.3% | +464.2% | +1,565.1% | +822.6% |
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