+359.1%
WELL vs CME
+283.7%
+75.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +1.1% |
| 7D | -1.3% | -2.9% | +1.6% | +0.2% |
| 30D | +0.5% | +5.5% | -5.0% | -2.5% |
| 3M | +19.1% | +11.0% | +8.1% | +11.8% |
| 6M | +17.0% | -9.7% | +26.7% | +22.7% |
| YTD | +29.2% | +4.9% | +24.3% | +24.1% |
| 1Y | +42.1% | +10.1% | +32.1% | +32.4% |
| 3Y | +204.5% | +53.5% | +151.0% | +130.3% |
| 5Y | +211.0% | +77.2% | +133.8% | +107.6% |
| All | +359.1% | +283.7% | +75.4% | +220.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling