+421.0%
WELL vs CMS
+127.3%
+293.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.8% |
| 7D | +4.4% | -0.5% | +4.9% | +4.8% |
| 30D | +10.8% | +7.2% | +3.6% | +5.5% |
| 3M | +4.2% | -1.3% | +5.5% | +4.9% |
| 6M | +14.0% | -4.3% | +18.3% | +17.3% |
| YTD | +33.4% | +2.1% | +31.3% | +31.1% |
| 1Y | +32.4% | -0.6% | +33.0% | +32.6% |
| 3Y | +194.7% | +38.0% | +156.7% | +130.1% |
| 5Y | +226.5% | +33.6% | +192.8% | +154.5% |
| All | +421.0% | +127.3% | +293.8% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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