+511.9%
WELL vs CFG
+347.0%
+164.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.1% |
| 7D | +4.4% | -0.9% | +5.3% | +4.7% |
| 30D | +10.8% | +1.1% | +9.7% | +10.4% |
| 3M | +4.2% | -12.0% | +16.2% | +8.5% |
| 6M | +14.0% | -2.2% | +16.2% | +14.3% |
| YTD | +33.4% | +11.4% | +22.0% | +27.3% |
| 1Y | +32.4% | +27.8% | +4.6% | +20.2% |
| 3Y | +194.7% | +173.3% | +21.4% | +93.9% |
| 5Y | +226.5% | +62.4% | +164.0% | +151.8% |
| 10Y | +429.8% | +249.6% | +180.3% | +184.4% |
| All | +511.9% | +347.0% | +164.9% | +229.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling