+30.5%
WELL vs CAG
-7.3%
+37.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.3% |
| 7D | +0.1% | -1.8% | +1.8% | +0.4% |
| 30D | +7.8% | +9.7% | -1.9% | +6.0% |
| 3M | +10.2% | +0.5% | +9.8% | +9.6% |
| 6M | +16.4% | +8.9% | +7.4% | +13.9% |
| YTD | +35.2% | -8.4% | +43.5% | +32.2% |
| 1Y | +30.5% | -8.3% | +38.8% | +28.1% |
| All | +30.5% | -7.3% | +37.8% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling