+455.3%
WELL vs CI
+158.0%
+297.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | +9.7% | +4.7% | +5.0% | +8.0% |
| 3M | +4.8% | +5.2% | -0.4% | +2.9% |
| 6M | +16.1% | +3.8% | +12.3% | +14.1% |
| YTD | +34.7% | +9.2% | +25.5% | +29.7% |
| 1Y | +31.9% | +14.3% | +17.7% | +24.9% |
| 3Y | +209.9% | +8.4% | +201.4% | +184.9% |
| 5Y | +226.5% | +50.0% | +176.5% | +153.7% |
| 10Y | +455.3% | +142.2% | +313.1% | +272.8% |
| All | +455.3% | +158.0% | +297.2% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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