+209.7%
WELL vs CMS
+36.5%
+173.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.9% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -0.1% | -3.6% | +3.5% | +2.0% |
| 3M | +18.0% | -1.9% | +19.9% | +19.4% |
| 6M | +15.0% | -11.0% | +26.0% | +22.8% |
| YTD | +28.6% | +0.2% | +28.4% | +29.0% |
| 1Y | +42.9% | -1.3% | +44.2% | +44.5% |
| All | +209.7% | +36.5% | +173.2% | +173.8% |
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