+206.5%
WELL vs CLBK
+54.5%
+152.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +3.0% | +2.9% | +0.2% | +2.8% |
| 30D | +10.2% | +5.4% | +4.8% | +9.7% |
| 3M | +6.1% | +5.8% | +0.4% | +5.6% |
| 6M | +16.6% | +28.9% | -12.3% | +14.2% |
| YTD | +35.3% | +61.8% | -26.5% | +30.1% |
| 1Y | +31.5% | +63.1% | -31.6% | +26.2% |
| 3Y | +206.5% | +55.3% | +151.1% | +194.1% |
| All | +206.5% | +54.5% | +152.0% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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