+65.1%
WELL vs CAI
-9.3%
+74.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | +0.1% | -26.3% | +26.4% | 0.0% |
| 30D | +7.8% | -17.5% | +25.3% | +7.7% |
| 3M | +10.2% | +5.8% | +4.4% | +10.4% |
| 6M | +16.4% | +53.6% | -37.3% | +16.8% |
| YTD | +35.2% | -9.2% | +44.4% | +36.0% |
| 1Y | +30.5% | -2.7% | +33.1% | +31.3% |
| All | +65.1% | -9.3% | +74.4% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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