+337.6%
WELL vs CNP
+135.4%
+202.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | -0.3% |
| 7D | -1.3% | +1.6% | -3.0% | -2.4% |
| 30D | +0.5% | -0.8% | +1.3% | +0.9% |
| 3M | +19.1% | -3.6% | +22.6% | +21.8% |
| 6M | +17.0% | -6.9% | +23.9% | +22.5% |
| YTD | +29.2% | +6.4% | +22.8% | +23.5% |
| 1Y | +42.1% | +9.9% | +32.2% | +32.9% |
| 3Y | +204.5% | +53.1% | +151.5% | +123.6% |
| 5Y | +211.0% | +72.0% | +139.0% | +107.2% |
| 10Y | +337.6% | +131.5% | +206.1% | +117.1% |
| All | +337.6% | +135.4% | +202.2% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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