+489.8%
WELL vs CFG
+396.4%
+93.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -0.8% | +1.5% | -2.3% | -1.3% |
| 30D | -0.1% | -3.8% | +3.8% | +1.2% |
| 3M | +18.0% | +11.5% | +6.5% | +13.5% |
| 6M | +15.0% | +19.2% | -4.2% | +7.9% |
| YTD | +28.6% | +23.7% | +4.9% | +18.6% |
| 1Y | +42.9% | +38.8% | +4.1% | +26.1% |
| 3Y | +203.0% | +178.9% | +24.1% | +98.2% |
| 5Y | +206.9% | +101.8% | +105.1% | +117.6% |
| 10Y | +339.5% | +317.3% | +22.2% | +128.7% |
| All | +489.8% | +396.4% | +93.5% | +207.5% |
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