+208.8%
WELL vs CBOE
+146.7%
+62.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.1% | -0.8% | -0.4% | -1.0% |
| 30D | +0.7% | +2.7% | -1.9% | +0.2% |
| 3M | +14.5% | +0.7% | +13.8% | +14.0% |
| 6M | +14.4% | -2.0% | +16.4% | +14.3% |
| YTD | +28.5% | +17.1% | +11.3% | +24.0% |
| 1Y | +41.8% | +26.5% | +15.3% | +34.7% |
| 3Y | +202.8% | +96.1% | +106.7% | +165.6% |
| 5Y | +208.8% | +149.3% | +59.5% | +155.9% |
| All | +208.8% | +146.7% | +62.1% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling