+223.4%
WELL vs CG
-21.6%
+245.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +4.4% | -1.2% | +5.6% | +4.6% |
| 30D | +10.8% | +5.0% | +5.8% | +9.9% |
| 3M | +4.2% | -18.2% | +22.4% | +7.3% |
| 6M | +14.0% | -20.7% | +34.7% | +17.7% |
| YTD | +33.4% | -31.4% | +64.8% | +40.3% |
| 1Y | +32.4% | -22.3% | +54.7% | +35.8% |
| 3Y | +194.7% | +50.2% | +144.6% | +145.6% |
| All | +223.4% | -21.6% | +245.0% | +216.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling