+226.5%
WELL vs CLX
-23.1%
+249.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | -0.1% |
| 7D | +3.5% | +17.4% | -13.9% | +0.4% |
| 30D | +9.7% | +27.8% | -18.1% | +4.8% |
| 3M | +4.8% | +3.0% | +1.8% | +4.0% |
| 6M | +16.1% | +17.5% | -1.5% | +12.0% |
| YTD | +34.7% | +10.0% | +24.7% | +31.2% |
| 1Y | +31.9% | +3.3% | +28.6% | +30.0% |
| 3Y | +209.9% | -10.1% | +220.0% | +213.8% |
| 5Y | +226.5% | -23.7% | +250.3% | +238.7% |
| All | +226.5% | -23.1% | +249.6% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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