+5,676.4%
CRM vs WELL
+2,044.9%
+3,631.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -5.0% | -1.1% | -3.8% | -4.6% |
| 30D | +23.6% | +0.7% | +22.9% | +23.1% |
| 3M | +39.6% | +14.5% | +25.1% | +32.4% |
| 6M | +23.4% | +14.4% | +9.0% | +15.8% |
| YTD | -7.4% | +28.5% | -35.8% | -17.3% |
| 1Y | -2.3% | +41.8% | -44.1% | -16.5% |
| 3Y | +10.5% | +202.8% | -192.3% | -31.4% |
| 5Y | -4.7% | +208.8% | -213.5% | -42.3% |
| 10Y | +234.7% | +356.5% | -121.8% | +49.9% |
| All | +5,676.4% | +2,044.9% | +3,631.5% | +952.5% |
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