+455.3%
WELL vs CDW
+325.6%
+129.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.8% | -3.9% | -0.6% |
| 7D | +3.5% | +9.3% | -5.8% | +0.3% |
| 30D | +9.7% | +15.8% | -6.1% | +4.0% |
| 3M | +4.8% | +21.8% | -17.0% | -3.1% |
| 6M | +16.1% | +58.8% | -42.7% | -4.8% |
| YTD | +34.7% | +22.8% | +11.9% | +18.6% |
| 1Y | +31.9% | +17.9% | +14.0% | +17.9% |
| 3Y | +209.9% | -17.4% | +227.3% | +207.7% |
| 5Y | +226.5% | -5.7% | +232.3% | +192.7% |
| 10Y | +455.3% | +319.5% | +135.8% | +233.8% |
| All | +455.3% | +325.6% | +129.7% | +233.8% |
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