+356.5%
WELL vs CAG
-35.6%
+392.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -1.1% | -6.6% | +5.5% | +0.2% |
| 30D | +0.7% | +2.3% | -1.6% | +0.2% |
| 3M | +14.5% | +16.3% | -1.8% | +11.0% |
| 6M | +14.4% | -16.0% | +30.4% | +17.7% |
| YTD | +28.5% | -7.7% | +36.2% | +29.4% |
| 1Y | +41.8% | -16.0% | +57.8% | +45.3% |
| 3Y | +202.8% | -37.7% | +240.5% | +226.5% |
| 5Y | +208.8% | -41.2% | +250.0% | +234.9% |
| 10Y | +356.5% | -33.8% | +390.3% | +376.7% |
| All | +356.5% | -35.6% | +392.1% | +376.7% |
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