+19,401.7%
WELL vs CL
+5,456.9%
+13,944.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | +5.3% | +5.9% | -0.7% | +3.6% |
| 30D | +8.7% | +13.8% | -5.1% | +5.0% |
| 3M | +3.8% | +6.4% | -2.6% | +2.1% |
| 6M | +15.4% | +15.6% | -0.3% | +10.8% |
| YTD | +33.7% | +27.9% | +5.8% | +24.7% |
| 1Y | +33.6% | +31.4% | +2.2% | +23.8% |
| 3Y | +194.2% | +41.4% | +152.8% | +166.1% |
| 5Y | +227.0% | +42.8% | +184.2% | +193.8% |
| 10Y | +430.7% | +79.7% | +351.1% | +353.3% |
| All | +19,401.7% | +5,456.9% | +13,944.8% | +13,115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling