+206.9%
WELL vs CG
+42.6%
+164.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +4.4% | -1.2% | +5.6% | +4.5% |
| 30D | +10.8% | +5.0% | +5.8% | +10.5% |
| 3M | +4.2% | -18.2% | +22.4% | +5.2% |
| 6M | +14.0% | -20.7% | +34.7% | +15.3% |
| YTD | +33.4% | -31.4% | +64.8% | +35.8% |
| 1Y | +32.4% | -22.3% | +54.7% | +33.3% |
| All | +206.9% | +42.6% | +164.3% | +180.1% |
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