+468.3%
WELL vs CL
+84.6%
+383.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.5% |
| 30D | +7.8% | +9.5% | -1.8% | +2.8% |
| 3M | +10.2% | +6.8% | +3.5% | +6.4% |
| 6M | +16.4% | +14.3% | +2.1% | +8.2% |
| YTD | +35.2% | +27.0% | +8.2% | +18.1% |
| 1Y | +30.5% | +26.3% | +4.2% | +14.2% |
| 3Y | +206.1% | +39.3% | +166.8% | +148.2% |
| 5Y | +228.3% | +41.5% | +186.8% | +159.4% |
| 10Y | +468.3% | +84.1% | +384.2% | +289.4% |
| All | +468.3% | +84.6% | +383.7% | +289.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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