+18,751.7%
WELL vs CMI
+19,796.6%
-1,044.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -1.3% | +1.9% | -3.2% | -1.8% |
| 30D | +0.5% | -12.5% | +13.0% | +3.4% |
| 3M | +19.1% | -16.2% | +35.3% | +23.0% |
| 6M | +17.0% | +4.9% | +12.1% | +14.4% |
| YTD | +29.2% | +11.1% | +18.1% | +24.2% |
| 1Y | +42.1% | +43.4% | -1.2% | +28.5% |
| 3Y | +204.5% | +154.1% | +50.5% | +137.5% |
| 5Y | +211.0% | +169.5% | +41.5% | +137.2% |
| 10Y | +337.6% | +503.8% | -166.2% | +176.1% |
| All | +18,751.7% | +19,796.6% | -1,044.9% | +6,868.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling