+443.3%
WELL vs CAG
-38.0%
+481.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | +0.1% | -6.2% | +6.3% | +1.4% |
| 30D | +6.8% | +7.4% | -0.6% | +5.2% |
| 3M | +6.7% | -1.6% | +8.3% | +6.8% |
| 6M | +13.8% | +6.3% | +7.5% | +12.0% |
| YTD | +33.8% | -10.1% | +43.9% | +35.3% |
| 1Y | +29.6% | -10.2% | +39.9% | +31.0% |
| 3Y | +203.1% | -37.3% | +240.4% | +225.6% |
| 5Y | +223.8% | -41.6% | +265.4% | +250.8% |
| All | +443.3% | -38.0% | +481.4% | +451.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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