+1,659.2%
WELL vs CF
+5,948.3%
-4,289.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.2% | -1.4% |
| 7D | -0.8% | +6.0% | -6.8% | -2.0% |
| 30D | -0.1% | +14.8% | -14.9% | -3.0% |
| 3M | +18.0% | +14.1% | +4.0% | +14.4% |
| 6M | +15.0% | +28.5% | -13.5% | +7.3% |
| YTD | +28.6% | +74.9% | -46.3% | +12.1% |
| 1Y | +42.9% | +61.7% | -18.8% | +26.2% |
| 3Y | +203.0% | +80.3% | +122.7% | +155.1% |
| 5Y | +206.9% | +226.0% | -19.1% | +115.8% |
| 10Y | +339.5% | +569.9% | -230.4% | +152.2% |
| All | +1,659.2% | +5,948.3% | -4,289.1% | +463.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling