+421.0%
WELL vs CLF
+104.8%
+316.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | +4.4% | -19.6% | +24.0% | +6.9% |
| 30D | +10.8% | -5.0% | +15.8% | +10.8% |
| 3M | +4.2% | -6.3% | +10.5% | +4.0% |
| 6M | +14.0% | +2.8% | +11.2% | +11.5% |
| YTD | +33.4% | -13.7% | +47.1% | +32.0% |
| 1Y | +32.4% | +13.6% | +18.8% | +26.0% |
| 3Y | +194.7% | -34.0% | +228.7% | +186.9% |
| 5Y | +226.5% | -48.7% | +275.2% | +218.3% |
| All | +421.0% | +104.8% | +316.3% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling