+487.9%
WELL vs CDW
+903.1%
-415.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -0.8% | +3.2% | -4.0% | -1.8% |
| 30D | -0.1% | +9.3% | -9.4% | -3.2% |
| 3M | +18.0% | +9.8% | +8.2% | +13.1% |
| 6M | +15.0% | +23.3% | -8.3% | +3.1% |
| YTD | +28.6% | +13.7% | +15.0% | +18.0% |
| 1Y | +42.9% | -6.5% | +49.4% | +40.4% |
| 3Y | +203.0% | -25.2% | +228.3% | +213.7% |
| 5Y | +206.9% | -19.5% | +226.4% | +198.9% |
| 10Y | +339.5% | +285.8% | +53.7% | +162.8% |
| All | +487.9% | +903.1% | -415.2% | +203.9% |
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