+356.5%
WELL vs CME
+280.6%
+75.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.1% |
| 7D | -1.1% | -0.6% | -0.5% | -0.8% |
| 30D | +0.7% | +4.7% | -3.9% | -1.8% |
| 3M | +14.5% | +7.8% | +6.7% | +9.3% |
| 6M | +14.4% | -11.0% | +25.4% | +20.9% |
| YTD | +28.5% | +4.0% | +24.4% | +23.9% |
| 1Y | +41.8% | +9.1% | +32.7% | +32.6% |
| 3Y | +202.8% | +52.3% | +150.5% | +130.0% |
| 5Y | +208.8% | +76.1% | +132.7% | +106.8% |
| 10Y | +356.5% | +280.6% | +75.9% | +219.8% |
| All | +356.5% | +280.6% | +75.9% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CME 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling