+455.3%
WELL vs CME
+320.1%
+135.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +3.5% | -0.6% | +4.1% | +3.8% |
| 30D | +9.7% | +8.5% | +1.2% | +4.9% |
| 3M | +4.8% | +16.0% | -11.2% | -3.7% |
| 6M | +16.1% | +9.3% | +6.7% | +9.5% |
| YTD | +34.7% | +15.3% | +19.4% | +22.5% |
| 1Y | +31.9% | +14.4% | +17.5% | +20.3% |
| 3Y | +209.9% | +59.9% | +149.9% | +128.6% |
| 5Y | +226.5% | +69.4% | +157.1% | +125.9% |
| 10Y | +455.3% | +299.5% | +155.8% | +259.5% |
| All | +455.3% | +320.1% | +135.2% | +259.5% |
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