+538.0%
WELL vs CLBK
+60.9%
+477.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +0.1% | +0.9% | -0.8% | -0.2% |
| 30D | +5.7% | +3.4% | +2.2% | +4.4% |
| 3M | +4.6% | -4.3% | +8.9% | +6.1% |
| 6M | +11.9% | +28.4% | -16.5% | +1.3% |
| YTD | +33.6% | +59.4% | -25.8% | +10.6% |
| 1Y | +29.8% | +64.8% | -35.1% | +5.7% |
| 3Y | +202.2% | +50.6% | +151.6% | +140.3% |
| 5Y | +223.2% | +28.3% | +194.9% | +154.5% |
| All | +538.0% | +60.9% | +477.2% | +310.7% |
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