+455.3%
WELL vs CP
+261.0%
+194.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.1% | +0.1% |
| 7D | +3.5% | +2.8% | +0.7% | +2.2% |
| 30D | +9.7% | +11.3% | -1.6% | +4.5% |
| 3M | +4.8% | +2.9% | +1.9% | +3.2% |
| 6M | +16.1% | +9.8% | +6.3% | +10.8% |
| YTD | +34.7% | +28.5% | +6.2% | +19.2% |
| 1Y | +31.9% | +33.5% | -1.6% | +14.5% |
| 3Y | +209.9% | +31.9% | +177.9% | +160.1% |
| 5Y | +226.5% | +25.5% | +201.0% | +174.8% |
| 10Y | +455.3% | +257.6% | +197.7% | +240.0% |
| All | +455.3% | +261.0% | +194.3% | +240.0% |
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