+228.3%
WELL vs CMS
+34.1%
+194.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +0.1% | -1.1% | +1.2% | +0.7% |
| 30D | +7.8% | +6.6% | +1.2% | +3.9% |
| 3M | +10.2% | +0.8% | +9.4% | +9.6% |
| 6M | +16.4% | -3.3% | +19.7% | +18.6% |
| YTD | +35.2% | +2.7% | +32.4% | +33.2% |
| 1Y | +30.5% | -4.0% | +34.5% | +33.5% |
| 3Y | +206.1% | +37.6% | +168.5% | +155.3% |
| 5Y | +228.3% | +35.4% | +192.8% | +175.1% |
| All | +228.3% | +34.1% | +194.2% | +175.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling