+349.8%
WELL vs CMI
+516.5%
-166.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.4% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | +2.3% | -12.4% | +14.7% | +6.0% |
| 3M | +12.3% | -14.8% | +27.0% | +16.4% |
| 6M | +15.6% | +0.8% | +14.8% | +13.0% |
| YTD | +28.3% | +10.2% | +18.1% | +21.0% |
| 1Y | +41.9% | +37.4% | +4.5% | +23.9% |
| 3Y | +198.3% | +153.3% | +45.1% | +102.6% |
| 5Y | +206.4% | +167.6% | +38.8% | +100.3% |
| All | +349.8% | +516.5% | -166.7% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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