+670.3%
WELL vs CG
+306.4%
+363.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.6% | -5.6% | -0.8% |
| 7D | +3.5% | +3.0% | +0.4% | +2.6% |
| 30D | +9.7% | +10.1% | -0.4% | +6.8% |
| 3M | +4.8% | -10.8% | +15.6% | +7.5% |
| 6M | +16.1% | -15.2% | +31.3% | +20.0% |
| YTD | +34.7% | -26.9% | +61.6% | +43.5% |
| 1Y | +31.9% | -17.0% | +49.0% | +35.2% |
| 3Y | +209.9% | +54.6% | +155.2% | +147.2% |
| 5Y | +226.5% | -16.7% | +243.3% | +206.1% |
| 10Y | +455.3% | +320.1% | +135.1% | +238.8% |
| All | +670.3% | +306.4% | +363.9% | +356.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling