+227.0%
WELL vs CF
+125.5%
+101.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -1.4% |
| 7D | +5.3% | +0.4% | +4.9% | +5.2% |
| 30D | +8.7% | +2.2% | +6.5% | +8.5% |
| 3M | +3.8% | +2.1% | +1.7% | +3.6% |
| 6M | +15.4% | -6.5% | +21.9% | +15.6% |
| YTD | +33.7% | +55.6% | -21.9% | +27.8% |
| 1Y | +33.6% | +42.3% | -8.7% | +28.8% |
| 3Y | +194.2% | +55.7% | +138.5% | +177.1% |
| 5Y | +227.0% | +122.4% | +104.6% | +180.0% |
| All | +227.0% | +125.5% | +101.5% | +180.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling