+421.0%
WELL vs CFG
+242.7%
+178.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.2% |
| 7D | +4.4% | -0.9% | +5.3% | +4.8% |
| 30D | +10.8% | +1.1% | +9.7% | +10.3% |
| 3M | +4.2% | -12.0% | +16.2% | +9.1% |
| 6M | +14.0% | -2.2% | +16.2% | +14.3% |
| YTD | +33.4% | +11.4% | +22.0% | +26.5% |
| 1Y | +32.4% | +27.8% | +4.6% | +18.7% |
| 3Y | +194.7% | +173.3% | +21.4% | +82.8% |
| 5Y | +226.5% | +62.4% | +164.0% | +142.8% |
| All | +421.0% | +242.7% | +178.3% | +176.0% |
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