+18,665.9%
WELL vs CMS
+457.8%
+18,208.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -0.1% | -3.6% | +3.5% | +1.0% |
| 3M | +18.0% | -1.9% | +19.9% | +18.8% |
| 6M | +15.0% | -11.0% | +26.0% | +19.1% |
| YTD | +28.6% | +0.2% | +28.4% | +28.6% |
| 1Y | +42.9% | -1.3% | +44.2% | +43.6% |
| 3Y | +203.0% | +35.9% | +167.1% | +176.9% |
| 5Y | +206.9% | +23.1% | +183.8% | +188.0% |
| 10Y | +339.5% | +117.9% | +221.6% | +265.8% |
| All | +18,665.9% | +457.8% | +18,208.1% | +11,325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling