+471.8%
WELL vs CCI
+59.7%
+412.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.7% |
| 7D | +2.7% | +3.2% | -0.5% | +1.1% |
| 30D | +9.8% | +12.2% | -2.4% | +3.7% |
| 3M | +5.8% | +23.1% | -17.4% | -5.2% |
| 6M | +16.2% | +1.3% | +15.0% | +13.7% |
| YTD | +34.9% | +4.5% | +30.4% | +28.4% |
| 1Y | +31.0% | +2.3% | +28.7% | +25.9% |
| 3Y | +205.4% | +9.8% | +195.6% | +172.6% |
| 5Y | +220.8% | -36.5% | +257.4% | +284.9% |
| 10Y | +471.8% | +64.7% | +407.2% | +325.1% |
| All | +471.8% | +59.7% | +412.1% | +325.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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