+206.5%
WELL vs CMI
+163.4%
+43.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -2.2% | +0.8% | -3.1% | -2.4% |
| 30D | +4.7% | -12.8% | +17.5% | +6.9% |
| 3M | +11.9% | -12.4% | +24.4% | +13.6% |
| 6M | +14.3% | -0.9% | +15.2% | +12.6% |
| YTD | +28.4% | +8.9% | +19.5% | +23.3% |
| 1Y | +42.3% | +37.7% | +4.6% | +29.1% |
| 3Y | +202.6% | +148.9% | +53.7% | +123.6% |
| 5Y | +206.5% | +164.4% | +42.2% | +119.7% |
| All | +206.5% | +163.4% | +43.1% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling