+202.2%
WELL vs CL
+40.9%
+161.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.8% |
| 7D | +0.1% | +3.2% | -3.1% | -0.9% |
| 30D | +5.7% | +8.0% | -2.4% | +3.0% |
| 3M | +4.6% | +7.9% | -3.2% | +2.0% |
| 6M | +11.9% | +14.7% | -2.9% | +6.8% |
| YTD | +33.6% | +29.2% | +4.4% | +22.3% |
| 1Y | +29.8% | +29.5% | +0.2% | +18.7% |
| 3Y | +202.2% | +40.7% | +161.5% | +175.8% |
| All | +202.2% | +40.9% | +161.2% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling