+227.0%
WELL vs CLF
-41.0%
+268.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | +0.1% | +2.3% | -2.3% | -0.1% |
| 30D | +7.8% | +1.9% | +5.8% | +7.4% |
| 3M | +10.2% | +5.9% | +4.4% | +9.4% |
| 6M | +16.4% | +16.9% | -0.5% | +14.1% |
| YTD | +35.2% | -1.1% | +36.2% | +33.4% |
| 1Y | +30.5% | +28.8% | +1.6% | +25.9% |
| 3Y | +206.1% | -20.6% | +226.7% | +202.4% |
| All | +227.0% | -41.0% | +268.0% | +231.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling