+442.3%
WELL vs CBOE
+524.9%
-82.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.8% |
| 7D | +0.1% | +6.3% | -6.2% | -2.1% |
| 30D | +5.7% | +24.9% | -19.3% | -2.7% |
| 3M | +4.6% | +28.5% | -23.8% | -5.0% |
| 6M | +11.9% | +2.9% | +9.0% | +9.5% |
| YTD | +33.6% | +50.7% | -17.1% | +11.6% |
| 1Y | +29.8% | +45.5% | -15.7% | +9.9% |
| 3Y | +202.2% | +116.3% | +85.8% | +113.0% |
| 5Y | +223.2% | +204.3% | +18.9% | +91.2% |
| All | +442.3% | +524.9% | -82.6% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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