+442.3%
WELL vs CMS
+140.2%
+302.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.4% |
| 7D | +0.1% | +1.7% | -1.6% | -1.1% |
| 30D | +5.7% | +6.2% | -0.5% | +1.2% |
| 3M | +4.6% | +0.6% | +4.0% | +4.0% |
| 6M | +11.9% | -1.8% | +13.6% | +13.0% |
| YTD | +33.6% | +3.8% | +29.7% | +29.7% |
| 1Y | +29.8% | -1.8% | +31.5% | +31.0% |
| 3Y | +202.2% | +39.8% | +162.3% | +133.8% |
| 5Y | +223.2% | +37.1% | +186.1% | +147.3% |
| All | +442.3% | +140.2% | +302.1% | +190.5% |
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