+67.8%
CSX vs WELL
+207.3%
-139.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.5% |
| 7D | -3.4% | -0.8% | -2.6% | -3.2% |
| 30D | -3.1% | -0.1% | -3.0% | -3.1% |
| 3M | +7.2% | +18.0% | -10.9% | +1.6% |
| 6M | +16.2% | +15.0% | +1.2% | +10.9% |
| YTD | +37.5% | +28.6% | +8.9% | +26.7% |
| 1Y | +53.2% | +42.9% | +10.3% | +36.3% |
| 3Y | +68.2% | +203.0% | -134.8% | +13.1% |
| All | +67.8% | +207.3% | -139.5% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling