+468.3%
WELL vs CP
+251.7%
+216.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | +7.8% | +9.6% | -1.9% | +3.4% |
| 3M | +10.2% | +2.2% | +8.0% | +8.9% |
| 6M | +16.4% | +11.1% | +5.3% | +10.5% |
| YTD | +35.2% | +28.2% | +7.0% | +19.7% |
| 1Y | +30.5% | +32.2% | -1.7% | +13.7% |
| 3Y | +206.1% | +35.5% | +170.6% | +153.2% |
| 5Y | +228.3% | +26.8% | +201.5% | +174.4% |
| 10Y | +468.3% | +256.9% | +211.4% | +243.0% |
| All | +468.3% | +251.7% | +216.6% | +243.0% |
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