+421.0%
WELL vs CAPR
-68.5%
+489.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.8% | -0.2% |
| 7D | +4.4% | +41.1% | -36.6% | +4.1% |
| 30D | +10.8% | +11.1% | -0.3% | +10.6% |
| 3M | +4.2% | +115.3% | -111.1% | +3.2% |
| 6M | +14.0% | -73.8% | +87.8% | +14.6% |
| YTD | +33.4% | -68.8% | +102.2% | +33.8% |
| 1Y | +32.4% | +43.3% | -10.9% | +27.8% |
| 3Y | +194.7% | +214.7% | -19.9% | +173.3% |
| 5Y | +226.5% | +141.3% | +85.2% | +200.4% |
| All | +421.0% | -68.5% | +489.6% | +337.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling