+455.3%
WELL vs CFG
+248.3%
+207.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -2.0% | -0.1% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +9.7% | +3.2% | +6.5% | +8.4% |
| 3M | +4.8% | -9.7% | +14.5% | +8.6% |
| 6M | +16.1% | +3.6% | +12.4% | +13.9% |
| YTD | +34.7% | +14.7% | +20.0% | +26.2% |
| 1Y | +31.9% | +29.6% | +2.4% | +17.6% |
| 3Y | +209.9% | +190.6% | +19.3% | +87.0% |
| 5Y | +226.5% | +67.1% | +159.5% | +139.9% |
| 10Y | +455.3% | +237.0% | +218.3% | +186.9% |
| All | +455.3% | +248.3% | +207.0% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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