+1,980.9%
CLS vs WELL
+221.0%
+1,759.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | +16.3% | +0.1% | +16.2% | +16.3% |
| 30D | -25.7% | +5.7% | -31.3% | -27.1% |
| 3M | -30.9% | +4.6% | -35.5% | -32.0% |
| 6M | -35.5% | +11.9% | -47.3% | -38.6% |
| YTD | -18.7% | +33.6% | -52.3% | -28.4% |
| 1Y | -17.9% | +29.8% | -47.7% | -26.8% |
| 3Y | +838.1% | +202.2% | +635.9% | +454.3% |
| All | +1,980.9% | +221.0% | +1,759.8% | +1,038.9% |
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