+209.7%
WELL vs CDW
-25.3%
+235.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.1% |
| 7D | -0.8% | +3.2% | -4.0% | -0.8% |
| 30D | -0.1% | +9.3% | -9.4% | -0.1% |
| 3M | +18.0% | +9.8% | +8.2% | +17.8% |
| 6M | +15.0% | +23.3% | -8.3% | +14.3% |
| YTD | +28.6% | +13.7% | +15.0% | +28.5% |
| 1Y | +42.9% | -6.5% | +49.4% | +45.5% |
| All | +209.7% | -25.3% | +235.0% | +206.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling