+212.9%
WELL vs CP
+32.0%
+180.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -0.8% | -2.7% | +1.9% | -0.1% |
| 30D | -0.1% | +0.2% | -0.2% | -0.2% |
| 3M | +18.0% | +2.6% | +15.5% | +17.1% |
| 6M | +15.0% | +6.0% | +9.0% | +12.8% |
| YTD | +28.6% | +24.9% | +3.7% | +20.4% |
| 1Y | +42.9% | +20.1% | +22.8% | +35.1% |
| 3Y | +203.0% | +16.4% | +186.6% | +183.5% |
| All | +212.9% | +32.0% | +180.8% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling