+223.8%
WELL vs CAPR
+192.6%
+31.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.7% |
| 3M | +6.7% | +144.4% | -137.7% | +6.5% |
| 6M | +13.8% | -67.5% | +81.3% | +13.8% |
| YTD | +33.8% | -64.5% | +98.4% | +33.8% |
| 1Y | +29.6% | +74.4% | -44.8% | +28.9% |
| 3Y | +203.1% | +265.7% | -62.6% | +187.4% |
| 5Y | +223.8% | +196.0% | +27.9% | +201.1% |
| All | +223.8% | +192.6% | +31.3% | +201.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling