+194.7%
WELL vs CMS
+35.4%
+159.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +1.1% |
| 7D | +4.4% | -1.3% | +5.7% | +5.2% |
| 30D | +10.8% | +6.3% | +4.5% | +6.8% |
| 3M | +4.2% | -2.1% | +6.3% | +5.4% |
| 6M | +14.0% | -5.1% | +19.1% | +17.5% |
| YTD | +33.4% | +1.3% | +32.2% | +32.9% |
| 1Y | +32.4% | -1.4% | +33.8% | +33.8% |
| 3Y | +194.7% | +36.9% | +157.8% | +156.2% |
| All | +194.7% | +35.4% | +159.4% | +156.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling