+18,665.9%
WELL vs CAG
+604.9%
+18,061.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -0.8% | -3.8% | +3.0% | 0.0% |
| 30D | -0.1% | +3.1% | -3.2% | -0.8% |
| 3M | +18.0% | +23.5% | -5.4% | +12.8% |
| 6M | +15.0% | -14.8% | +29.8% | +18.2% |
| YTD | +28.6% | -5.4% | +34.1% | +29.1% |
| 1Y | +42.9% | -11.8% | +54.7% | +45.3% |
| 3Y | +203.0% | -36.7% | +239.7% | +226.5% |
| 5Y | +206.9% | -40.3% | +247.1% | +232.5% |
| 10Y | +339.5% | -37.0% | +376.5% | +356.2% |
| All | +18,665.9% | +604.9% | +18,061.0% | +13,573.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling