+455.3%
WELL vs CB
+246.2%
+209.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +3.5% | -1.5% | +5.0% | +4.5% |
| 30D | +9.7% | +6.5% | +3.2% | +5.5% |
| 3M | +4.8% | +4.1% | +0.7% | +2.0% |
| 6M | +16.1% | +14.4% | +1.7% | +6.3% |
| YTD | +34.7% | +17.5% | +17.2% | +20.7% |
| 1Y | +31.9% | +27.5% | +4.4% | +12.0% |
| 3Y | +209.9% | +71.6% | +138.3% | +110.8% |
| 5Y | +226.5% | +100.6% | +125.9% | +92.0% |
| 10Y | +455.3% | +243.0% | +212.3% | +125.2% |
| All | +455.3% | +246.2% | +209.1% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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