+455.3%
WELL vs CAPR
-64.9%
+520.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.5% | +0.9% |
| 7D | +3.5% | +36.0% | -32.6% | +3.2% |
| 30D | +9.7% | +25.8% | -16.1% | +9.4% |
| 3M | +4.8% | +140.8% | -136.0% | +3.6% |
| 6M | +16.1% | -67.6% | +83.7% | +16.4% |
| YTD | +34.7% | -65.9% | +100.6% | +34.9% |
| 1Y | +31.9% | +66.1% | -34.2% | +27.1% |
| 3Y | +209.9% | +256.9% | -47.0% | +186.8% |
| 5Y | +226.5% | +172.1% | +54.4% | +199.9% |
| 10Y | +455.3% | -64.7% | +520.0% | +370.6% |
| All | +455.3% | -64.9% | +520.2% | +370.6% |
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