+337.6%
WELL vs CG
+345.5%
-7.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +1.1% |
| 7D | -1.3% | -1.3% | -0.1% | -0.9% |
| 30D | +0.5% | -3.2% | +3.7% | +1.3% |
| 3M | +19.1% | +6.2% | +12.9% | +16.0% |
| 6M | +17.0% | -4.7% | +21.6% | +17.2% |
| YTD | +29.2% | -20.6% | +49.8% | +35.9% |
| 1Y | +42.1% | -26.4% | +68.5% | +52.2% |
| 3Y | +204.5% | +55.4% | +149.2% | +130.8% |
| 5Y | +211.0% | +9.8% | +201.1% | +156.0% |
| 10Y | +337.6% | +341.4% | -3.7% | +129.4% |
| All | +337.6% | +345.5% | -7.9% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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