+18,665.9%
WELL vs CASY
+36,294.0%
-17,628.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -0.1% | -11.3% | +11.3% | +2.2% |
| 3M | +18.0% | -0.6% | +18.7% | +17.5% |
| 6M | +15.0% | +10.7% | +4.3% | +11.9% |
| YTD | +28.6% | +37.1% | -8.5% | +19.9% |
| 1Y | +42.9% | +52.3% | -9.4% | +30.2% |
| 3Y | +203.0% | +215.2% | -12.2% | +136.0% |
| 5Y | +206.9% | +276.5% | -69.6% | +128.4% |
| 10Y | +339.5% | +508.4% | -168.9% | +196.6% |
| All | +18,665.9% | +36,294.0% | -17,628.2% | +8,581.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 all: compounded portfolio wealth divided by compounded CASY 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…
all analysis · Full analysis span regression · 6 months rolling