+238.9%
CRM vs WELL
+356.7%
-117.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | +28.1% | +2.3% | +25.8% | +27.4% |
| 3M | +48.8% | +12.3% | +36.6% | +44.6% |
| 6M | +28.3% | +15.6% | +12.7% | +22.9% |
| YTD | -6.0% | +28.3% | -34.3% | -12.7% |
| 1Y | +1.4% | +41.9% | -40.5% | -8.6% |
| 3Y | +11.8% | +198.3% | -186.5% | -18.6% |
| 5Y | -2.0% | +206.4% | -208.4% | -30.1% |
| All | +238.9% | +356.7% | -117.8% | +116.9% |
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 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