+209.6%
WELL vs CCI
-50.3%
+259.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.4% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -0.1% | +2.7% | -2.8% | -1.1% |
| 3M | +18.0% | -18.2% | +36.2% | +26.7% |
| 6M | +15.0% | -14.8% | +29.8% | +21.1% |
| YTD | +28.6% | -12.6% | +41.2% | +33.5% |
| 1Y | +42.9% | -16.7% | +59.7% | +50.9% |
| 3Y | +203.0% | -10.5% | +213.5% | +201.8% |
| All | +209.6% | -50.3% | +259.8% | +300.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling