+41.9%
CVS vs WELL
+340.0%
-298.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.9% | -1.1% | -0.8% | -1.7% |
| 30D | -0.3% | +0.7% | -1.0% | -0.5% |
| 3M | -1.1% | +14.5% | -15.6% | -4.2% |
| 6M | +23.7% | +14.4% | +9.3% | +19.7% |
| YTD | +23.0% | +28.5% | -5.5% | +15.9% |
| 1Y | +37.2% | +41.8% | -4.6% | +26.2% |
| 3Y | +62.4% | +202.8% | -140.4% | +24.8% |
| 5Y | +31.8% | +208.8% | -177.0% | -0.4% |
| 10Y | +41.9% | +356.5% | -314.6% | -4.6% |
| All | +41.9% | +340.0% | -298.1% | -4.6% |
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