+10,056.0%
CSX vs WELL
+19,568.3%
-9,512.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -2.7% | +5.3% | -8.0% | -4.5% |
| 30D | +7.0% | +8.7% | -1.7% | +3.7% |
| 3M | -0.3% | +3.8% | -4.1% | -1.9% |
| 6M | +13.5% | +15.4% | -1.8% | +7.2% |
| YTD | +41.5% | +33.7% | +7.8% | +26.5% |
| 1Y | +45.8% | +33.6% | +12.1% | +30.1% |
| 3Y | +74.4% | +194.2% | -119.8% | +14.9% |
| 5Y | +53.6% | +227.0% | -173.4% | -4.1% |
| 10Y | +465.6% | +430.7% | +34.9% | +167.1% |
| All | +10,056.0% | +19,568.3% | -9,512.4% | +2,151.1% |
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 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