+211.0%
WELL vs CAG
-40.6%
+251.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | -1.3% | -5.3% | +4.0% | -0.4% |
| 30D | +0.5% | +1.0% | -0.5% | +0.3% |
| 3M | +19.1% | +17.4% | +1.7% | +15.5% |
| 6M | +17.0% | -16.8% | +33.8% | +19.9% |
| YTD | +29.2% | -6.8% | +36.0% | +29.5% |
| 1Y | +42.1% | -15.4% | +57.5% | +44.9% |
| 3Y | +204.5% | -37.1% | +241.6% | +225.8% |
| 5Y | +211.0% | -41.3% | +252.2% | +231.0% |
| All | +211.0% | -40.6% | +251.6% | +231.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling