+545.6%
WELL vs CLBK
+63.6%
+482.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +0.1% | +2.2% | -2.1% | -0.7% |
| 30D | +7.8% | +5.0% | +2.8% | +5.9% |
| 3M | +10.2% | +3.3% | +7.0% | +8.7% |
| 6M | +16.4% | +29.6% | -13.2% | +5.0% |
| YTD | +35.2% | +62.1% | -27.0% | +11.2% |
| 1Y | +30.5% | +64.3% | -33.9% | +6.4% |
| 3Y | +206.1% | +55.6% | +150.5% | +139.8% |
| 5Y | +228.3% | +29.3% | +199.0% | +158.8% |
| All | +545.6% | +63.6% | +482.0% | +313.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling