+202.7%
WELL vs CAPR
+264.4%
-61.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.7% | +7.8% | -1.0% |
| 7D | +0.1% | +19.1% | -18.9% | +0.1% |
| 30D | +6.8% | +48.8% | -42.0% | +6.8% |
| 3M | +6.7% | +144.4% | -137.7% | +6.7% |
| 6M | +13.8% | -67.5% | +81.3% | +13.7% |
| YTD | +33.8% | -64.5% | +98.4% | +33.7% |
| 1Y | +29.6% | +74.4% | -44.8% | +30.0% |
| All | +202.7% | +264.4% | -61.7% | +194.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling