+214.0%
WELL vs CAVA
+33.0%
+180.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.2% |
| 7D | -0.2% | -8.0% | +7.8% | +0.1% |
| 30D | +2.3% | -19.6% | +21.9% | +3.2% |
| 3M | +12.3% | -36.7% | +48.9% | +14.0% |
| 6M | +15.6% | -30.6% | +46.2% | +16.8% |
| YTD | +28.3% | -4.8% | +33.1% | +27.6% |
| 1Y | +41.9% | -13.1% | +55.0% | +41.6% |
| 3Y | +198.3% | +48.8% | +149.6% | +184.6% |
| All | +214.0% | +33.0% | +180.9% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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