+205.7%
WELL vs CFG
+192.0%
+13.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +7.8% | +3.1% | +4.6% | +7.4% |
| 3M | +10.2% | -9.7% | +19.9% | +11.3% |
| 6M | +16.4% | +6.7% | +9.7% | +15.6% |
| YTD | +35.2% | +15.2% | +20.0% | +33.1% |
| 1Y | +30.5% | +28.8% | +1.7% | +26.9% |
| All | +205.7% | +192.0% | +13.7% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling