+7.1%
CRM vs WELL
+42.4%
-35.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -2.8% |
| 7D | +1.3% | -0.8% | +2.1% | +0.9% |
| 30D | +34.3% | -0.1% | +34.4% | +34.3% |
| 3M | +37.7% | +18.0% | +19.7% | +51.4% |
| 6M | +34.9% | +15.0% | +19.9% | +47.9% |
| YTD | -1.6% | +28.6% | -30.3% | +12.3% |
| 1Y | +7.1% | +42.9% | -35.8% | +26.1% |
| All | +7.1% | +42.4% | -35.3% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling