+29.8%
WELL vs CME
+17.3%
+12.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +0.1% | +3.9% | -3.8% | -0.9% |
| 30D | +5.7% | +11.3% | -5.7% | +3.2% |
| 3M | +4.6% | +19.6% | -14.9% | +0.6% |
| 6M | +11.9% | +8.1% | +3.8% | +9.2% |
| YTD | +33.6% | +20.4% | +13.2% | +28.9% |
| 1Y | +29.8% | +16.5% | +13.3% | +25.5% |
| All | +29.8% | +17.3% | +12.4% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling