+225.8%
WELL vs CFG
+61.2%
+164.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | 0.0% |
| 7D | +4.4% | -0.9% | +5.3% | +4.6% |
| 30D | +10.8% | +1.1% | +9.7% | +10.6% |
| 3M | +4.2% | -12.0% | +16.2% | +6.7% |
| 6M | +14.0% | -2.2% | +16.2% | +14.2% |
| YTD | +33.4% | +11.4% | +22.0% | +29.8% |
| 1Y | +32.4% | +27.8% | +4.6% | +25.1% |
| 3Y | +194.7% | +173.3% | +21.4% | +123.2% |
| All | +225.8% | +61.2% | +164.6% | +170.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling