+19,391.6%
WELL vs CAH
+17,199.1%
+2,192.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +0.1% | +3.5% | -3.3% | -0.6% |
| 30D | +5.7% | +13.5% | -7.8% | +2.9% |
| 3M | +4.6% | +21.8% | -17.2% | +0.2% |
| 6M | +11.9% | +51.5% | -39.7% | +2.3% |
| YTD | +33.6% | +38.1% | -4.5% | +24.3% |
| 1Y | +29.8% | +37.7% | -7.9% | +20.8% |
| 3Y | +202.2% | +179.6% | +22.5% | +140.2% |
| 5Y | +223.2% | +504.9% | -281.7% | +116.8% |
| 10Y | +461.7% | +418.6% | +43.1% | +276.0% |
| All | +19,391.6% | +17,199.1% | +2,192.5% | +9,037.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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