+3,909.1%
CMG vs WELL
+1,632.1%
+2,277.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.5% | +0.1% | +2.3% | +2.4% |
| 30D | +15.6% | +5.7% | +9.9% | +13.5% |
| 3M | +8.2% | +4.6% | +3.6% | +6.5% |
| 6M | +9.9% | +11.9% | -2.0% | +5.3% |
| YTD | -4.6% | +33.6% | -38.2% | -14.7% |
| 1Y | +12.4% | +29.8% | -17.3% | +1.5% |
| 3Y | -18.0% | +202.2% | -220.1% | -46.4% |
| 5Y | -5.3% | +223.2% | -228.5% | -40.8% |
| 10Y | +344.2% | +461.7% | -117.4% | +97.9% |
| All | +3,909.1% | +1,632.1% | +2,277.0% | +810.9% |
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 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