+203.3%
WELL vs CG
+60.2%
+143.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.9% |
| 7D | -0.8% | -4.3% | +3.5% | -0.5% |
| 30D | -0.1% | -5.1% | +5.0% | +0.2% |
| 3M | +18.0% | +8.7% | +9.4% | +17.2% |
| 6M | +15.0% | -9.2% | +24.2% | +15.6% |
| YTD | +28.6% | -18.9% | +47.5% | +30.2% |
| 1Y | +42.9% | -25.6% | +68.6% | +45.7% |
| All | +203.3% | +60.2% | +143.1% | +156.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling