+511.8%
WELL vs CDW
+1,037.5%
-525.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +0.1% | +9.1% | -9.0% | -2.5% |
| 30D | +6.8% | +13.7% | -6.9% | +2.2% |
| 3M | +6.7% | +27.0% | -20.3% | -2.2% |
| 6M | +13.8% | +75.9% | -62.1% | -8.5% |
| YTD | +33.8% | +28.9% | +5.0% | +17.1% |
| 1Y | +29.6% | +19.6% | +10.0% | +16.5% |
| 3Y | +203.1% | -14.6% | +217.7% | +198.2% |
| 5Y | +223.8% | -3.2% | +227.0% | +193.3% |
| 10Y | +462.8% | +321.3% | +141.5% | +223.5% |
| All | +511.8% | +1,037.5% | -525.7% | +201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling