+4,100.0%
CMG vs WELL
+1,567.6%
+2,532.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -0.9% |
| 7D | -2.8% | -0.8% | -2.0% | -2.6% |
| 30D | +7.1% | -0.1% | +7.2% | +7.1% |
| 3M | +31.2% | +18.0% | +13.1% | +23.4% |
| 6M | +0.7% | +15.0% | -14.3% | -4.7% |
| YTD | -0.1% | +28.6% | -28.7% | -9.4% |
| 1Y | -10.7% | +42.9% | -53.7% | -22.5% |
| 3Y | -4.7% | +203.0% | -207.7% | -38.0% |
| 5Y | -3.8% | +206.9% | -210.6% | -38.8% |
| 10Y | +352.5% | +339.5% | +13.0% | +123.0% |
| All | +4,100.0% | +1,567.6% | +2,532.4% | +866.8% |
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