+443.3%
WELL vs CP
+259.0%
+184.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | +6.8% | +10.3% | -3.6% | +2.1% |
| 3M | +6.7% | +2.3% | +4.5% | +5.4% |
| 6M | +13.8% | +10.7% | +3.1% | +8.2% |
| YTD | +33.8% | +29.3% | +4.5% | +18.0% |
| 1Y | +29.6% | +31.5% | -1.8% | +13.3% |
| 3Y | +203.1% | +36.7% | +166.4% | +149.7% |
| 5Y | +223.8% | +26.8% | +197.0% | +170.9% |
| All | +443.3% | +259.0% | +184.3% | +224.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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