+473.8%
WELL vs CG
+308.6%
+165.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | +3.0% | +2.0% | +1.1% | +2.3% |
| 30D | +10.2% | +8.5% | +1.7% | +7.3% |
| 3M | +6.1% | -12.1% | +18.3% | +9.8% |
| 6M | +16.6% | -16.4% | +33.1% | +21.7% |
| YTD | +35.3% | -28.0% | +63.3% | +46.2% |
| 1Y | +31.5% | -18.9% | +50.4% | +36.1% |
| 3Y | +206.5% | +51.2% | +155.2% | +131.8% |
| 5Y | +222.0% | -15.9% | +237.8% | +197.8% |
| 10Y | +473.8% | +305.9% | +167.9% | +218.6% |
| All | +473.8% | +308.6% | +165.2% | +218.6% |
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