+421.0%
WELL vs CP
+253.8%
+167.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.6% |
| 7D | +4.4% | +2.8% | +1.7% | +3.2% |
| 30D | +10.8% | +10.2% | +0.6% | +6.0% |
| 3M | +4.2% | +2.4% | +1.9% | +2.8% |
| 6M | +14.0% | +7.7% | +6.3% | +9.8% |
| YTD | +33.4% | +26.0% | +7.4% | +19.1% |
| 1Y | +32.4% | +34.6% | -2.2% | +14.5% |
| 3Y | +194.7% | +26.7% | +168.1% | +152.4% |
| 5Y | +226.5% | +24.9% | +201.6% | +174.8% |
| All | +421.0% | +253.8% | +167.2% | +224.9% |
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