+468.3%
WELL vs CAPR
-59.1%
+527.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +26.5% | -26.6% | -0.4% |
| 7D | +0.1% | +25.8% | -25.7% | -0.2% |
| 30D | +7.8% | +50.2% | -42.4% | +7.3% |
| 3M | +10.2% | +185.5% | -175.3% | +8.8% |
| 6M | +16.4% | -64.8% | +81.2% | +16.6% |
| YTD | +35.2% | -61.1% | +96.3% | +35.2% |
| 1Y | +30.5% | +81.0% | -50.5% | +25.6% |
| 3Y | +206.1% | +300.7% | -94.6% | +182.9% |
| 5Y | +228.3% | +223.3% | +4.9% | +200.8% |
| 10Y | +468.3% | -58.8% | +527.1% | +379.5% |
| All | +468.3% | -59.1% | +527.4% | +379.5% |
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