+212.9%
WELL vs CME
+78.2%
+134.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -0.8% | -1.6% | +0.8% | -0.3% |
| 30D | -0.1% | +6.2% | -6.3% | -2.1% |
| 3M | +18.0% | +10.4% | +7.6% | +14.0% |
| 6M | +15.0% | -9.5% | +24.5% | +18.6% |
| YTD | +28.6% | +6.0% | +22.6% | +25.2% |
| 1Y | +42.9% | +9.3% | +33.6% | +37.4% |
| 3Y | +203.0% | +57.7% | +145.4% | +156.0% |
| All | +212.9% | +78.2% | +134.7% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling