+421.0%
WELL vs CDW
+303.2%
+117.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +4.4% | +2.1% | +2.4% | +3.4% |
| 30D | +10.8% | +14.7% | -3.9% | +5.4% |
| 3M | +4.2% | +11.1% | -6.9% | -0.7% |
| 6M | +14.0% | +45.6% | -31.6% | -3.7% |
| YTD | +33.4% | +17.1% | +16.3% | +19.3% |
| 1Y | +32.4% | +13.2% | +19.2% | +19.9% |
| 3Y | +194.7% | -22.2% | +216.9% | +199.2% |
| 5Y | +226.5% | -10.1% | +236.6% | +197.2% |
| All | +421.0% | +303.2% | +117.9% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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