+421.0%
WELL vs CF
+561.7%
-140.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +4.4% | -3.2% | +7.6% | +5.0% |
| 30D | +10.8% | +4.3% | +6.5% | +9.5% |
| 3M | +4.2% | +2.8% | +1.4% | +3.0% |
| 6M | +14.0% | +0.6% | +13.4% | +12.7% |
| YTD | +33.4% | +56.6% | -23.2% | +16.3% |
| 1Y | +32.4% | +49.6% | -17.2% | +16.6% |
| 3Y | +194.7% | +61.5% | +133.3% | +146.2% |
| 5Y | +226.5% | +124.0% | +102.5% | +127.4% |
| All | +421.0% | +561.7% | -140.7% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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