+62.7%
CVS vs WELL
+475.0%
-412.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +12.0% | +0.1% | +11.9% | +11.9% |
| 30D | +2.8% | +7.8% | -5.0% | +0.9% |
| 3M | -3.6% | +10.2% | -13.8% | -5.9% |
| 6M | -1.6% | +16.4% | -18.0% | -5.3% |
| YTD | +16.3% | +35.2% | -18.9% | +8.1% |
| 1Y | +15.5% | +30.5% | -14.9% | +8.2% |
| 3Y | +48.1% | +206.1% | -158.0% | +13.5% |
| 5Y | +12.3% | +228.3% | -216.0% | -16.2% |
| 10Y | +62.7% | +468.3% | -405.6% | +3.6% |
| All | +62.7% | +475.0% | -412.3% | +3.6% |
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